+20.3%
EXE vs CCJ
+172.7%
-152.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -2.7% | +4.2% | -6.9% | -3.1% |
| 30D | -0.4% | +3.2% | -3.6% | -0.7% |
| 3M | +9.5% | -1.8% | +11.3% | +9.4% |
| 6M | -9.3% | -13.5% | +4.2% | -8.7% |
| YTD | -10.9% | +9.7% | -20.7% | -13.4% |
| 1Y | +4.3% | +30.0% | -25.7% | -2.5% |
| All | +20.3% | +172.7% | -152.4% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling