-29.4%
EW vs CCJ
+346.5%
-375.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.8% | -3.7% |
| 7D | -4.4% | +5.9% | -10.4% | -5.3% |
| 30D | -3.3% | +4.7% | -8.0% | -4.1% |
| 3M | +1.0% | -3.3% | +4.3% | +1.1% |
| 6M | +6.2% | -7.0% | +13.3% | +6.5% |
| YTD | +1.7% | +11.5% | -9.7% | -1.4% |
| 1Y | +8.1% | +32.3% | -24.2% | +0.8% |
| 3Y | +17.1% | +176.8% | -159.8% | -9.1% |
| 5Y | -29.4% | +351.8% | -381.1% | -52.4% |
| All | -29.4% | +346.5% | -375.9% | -52.4% |
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