+41.4%
EXC vs CCJ
+172.2%
-130.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.1% |
| 7D | -1.7% | +2.7% | -4.4% | -1.8% |
| 30D | +9.3% | -14.4% | +23.7% | +9.8% |
| 3M | +1.0% | -22.6% | +23.7% | +1.8% |
| 6M | +5.9% | -35.4% | +41.4% | +7.3% |
| YTD | +7.6% | -17.6% | +25.3% | +7.4% |
| 1Y | +2.4% | -18.1% | +20.6% | +2.2% |
| 3Y | +30.2% | +79.6% | -49.3% | +20.3% |
| 5Y | +41.4% | +175.3% | -133.9% | +25.2% |
| All | +41.4% | +172.2% | -130.9% | +25.2% |
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