+175.5%
EXE vs CCJ
+513.0%
-337.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.2% | +0.9% |
| 7D | -2.2% | -3.2% | +1.0% | -1.6% |
| 30D | -0.8% | -1.3% | +0.5% | -0.8% |
| 3M | +10.0% | +2.5% | +7.5% | +8.8% |
| 6M | -6.3% | -18.9% | +12.5% | -3.7% |
| YTD | -10.7% | +6.5% | -17.2% | -14.8% |
| 1Y | +2.7% | +22.8% | -20.1% | -7.5% |
| 3Y | +19.1% | +164.5% | -145.4% | -18.7% |
| 5Y | +105.4% | +303.7% | -198.3% | +17.3% |
| All | +175.5% | +513.0% | -337.5% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling