+195.6%
EQT vs CCJ
+284.7%
-89.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.3% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | +1.1% | -1.3% | +2.4% | +1.1% |
| 3M | +4.8% | +2.5% | +2.3% | +3.4% |
| 6M | -10.6% | -18.9% | +8.3% | -7.7% |
| YTD | +3.4% | +6.5% | -3.0% | -1.8% |
| 1Y | +8.7% | +22.8% | -14.2% | -3.5% |
| 3Y | +35.0% | +164.5% | -129.5% | -12.9% |
| All | +195.6% | +284.7% | -89.1% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling