+180.8%
CEG vs CCJ
+177.8%
+3.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +8.0% | +0.7% | +7.3% | +7.5% |
| 30D | +12.9% | +6.9% | +6.1% | +9.3% |
| 3M | +13.2% | -11.6% | +24.8% | +18.5% |
| 6M | -7.0% | -16.2% | +9.2% | -1.5% |
| YTD | -15.0% | +10.1% | -25.1% | -22.2% |
| 1Y | -2.7% | +32.3% | -35.0% | -21.4% |
| All | +180.8% | +177.8% | +3.0% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling