+163.9%
CCJ vs EXPD
+60.9%
+103.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | +5.5% | -6.3% | -2.2% |
| 30D | -13.2% | -0.8% | -12.4% | -13.0% |
| 3M | -27.6% | +4.1% | -31.8% | -28.5% |
| 6M | -38.7% | +25.7% | -64.4% | -42.7% |
| YTD | -22.7% | +31.4% | -54.1% | -29.5% |
| 1Y | -17.6% | +42.2% | -59.8% | -26.9% |
| 3Y | +62.7% | +77.2% | -14.5% | +27.5% |
| All | +163.9% | +60.9% | +103.1% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling