+2.7%
EXE vs CCJ
+24.9%
-22.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.2% | +0.1% |
| 7D | -2.2% | -3.2% | +1.0% | -2.4% |
| 30D | -0.8% | -1.3% | +0.5% | -0.8% |
| 3M | +10.0% | +2.5% | +7.5% | +10.3% |
| 6M | -6.3% | -18.9% | +12.5% | -7.0% |
| YTD | -10.7% | +6.5% | -17.2% | -9.3% |
| 1Y | +2.7% | +22.8% | -20.1% | +6.9% |
| All | +2.7% | +24.9% | -22.2% | +6.9% |
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