-24.8%
EXE vs CCJ
-22.7%
-2.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -1.0% |
| 7D | +2.9% | +5.0% | -2.2% | +2.9% |
| 30D | -4.9% | -16.7% | +11.7% | -5.2% |
| 3M | -8.3% | -27.5% | +19.3% | -8.7% |
| 6M | -7.8% | -38.6% | +30.8% | -8.4% |
| YTD | -19.0% | -21.5% | +2.5% | -21.5% |
| 1Y | -24.8% | -22.3% | -2.5% | -26.9% |
| All | -24.8% | -22.7% | -2.2% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling