-22.5%
CCJ vs EXPD
+39.4%
-61.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +0.4% | -7.4% | +7.8% | +0.4% |
| 30D | -17.2% | -2.1% | -15.2% | -17.2% |
| 3M | -25.1% | +5.7% | -30.8% | -24.9% |
| 6M | -37.6% | +21.4% | -58.9% | -37.2% |
| YTD | -20.4% | +27.6% | -48.0% | -23.1% |
| 1Y | -22.5% | +36.1% | -58.6% | -27.2% |
| All | -22.5% | +39.4% | -61.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling