+2,215.3%
EQT vs CCJ
+1,515.8%
+699.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | -2.0% | -4.0% | +2.0% | -0.8% |
| 30D | 0.0% | -2.4% | +2.4% | +0.4% |
| 3M | +5.9% | -2.3% | +8.3% | +5.7% |
| 6M | -14.8% | -16.2% | +1.4% | -12.4% |
| YTD | +1.8% | +5.7% | -3.9% | -3.7% |
| 1Y | +7.4% | +21.3% | -13.9% | -5.1% |
| 3Y | +33.6% | +159.4% | -125.8% | -11.9% |
| 5Y | +199.3% | +300.7% | -101.3% | +64.5% |
| 10Y | +50.0% | +1,055.2% | -1,005.2% | -46.8% |
| All | +2,215.3% | +1,515.8% | +699.5% | +766.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling