+590.1%
EWT vs CCJ
+7,049.9%
-6,459.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +1.6% | +5.9% | -4.3% | +0.3% |
| 30D | +8.2% | +4.7% | +3.5% | +6.9% |
| 3M | +11.1% | -3.3% | +14.4% | +11.7% |
| 6M | +60.4% | -7.0% | +67.5% | +62.0% |
| YTD | +75.6% | +11.5% | +64.1% | +69.1% |
| 1Y | +91.3% | +32.3% | +59.0% | +74.6% |
| 3Y | +200.3% | +176.8% | +23.4% | +122.0% |
| 5Y | +156.4% | +351.8% | -195.4% | +59.4% |
| 10Y | +495.8% | +1,080.5% | -584.7% | +156.5% |
| All | +590.1% | +7,049.9% | -6,459.7% | +155.1% |
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