+80.3%
EXE vs CCJ
+159.0%
-78.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +5.3% | -0.8% | +6.1% | +5.4% |
| 30D | -2.2% | -13.2% | +11.0% | +0.1% |
| 3M | -5.9% | -27.6% | +21.8% | -0.8% |
| 6M | -5.7% | -38.7% | +33.0% | +1.9% |
| YTD | -17.8% | -22.7% | +4.9% | -17.1% |
| 1Y | -23.1% | -17.6% | -5.6% | -23.7% |
| 3Y | +21.2% | +62.7% | -41.5% | -7.3% |
| All | +80.3% | +159.0% | -78.7% | +19.6% |
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