+1,149.1%
CCJ vs KEEL
+309.9%
+839.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | +4.2% | +19.3% | -15.1% | +2.7% |
| 30D | +3.2% | +9.1% | -5.9% | +2.2% |
| 3M | -1.8% | -31.5% | +29.7% | +0.3% |
| 6M | -13.5% | +75.8% | -89.4% | -18.2% |
| YTD | +9.7% | +57.9% | -48.1% | +4.3% |
| 1Y | +30.0% | +133.3% | -103.3% | +18.8% |
| 3Y | +172.6% | +204.1% | -31.5% | +134.9% |
| 5Y | +342.9% | -37.5% | +380.5% | +288.3% |
| All | +1,149.1% | +309.9% | +839.2% | +1,044.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 all: compounded portfolio wealth divided by compounded KEEL 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…
all analysis · Full analysis span regression · 6 months rolling