+178.5%
EXE vs CCJ
+533.9%
-355.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +8.5% | +6.9% | +1.6% | +6.8% |
| 3M | +5.5% | -11.6% | +17.1% | +7.4% |
| 6M | -5.9% | -16.2% | +10.3% | -4.0% |
| YTD | -9.7% | +10.1% | -19.8% | -14.4% |
| 1Y | +3.6% | +32.3% | -28.7% | -8.3% |
| 3Y | +18.0% | +171.3% | -153.3% | -19.7% |
| 5Y | +109.4% | +372.4% | -263.0% | +14.5% |
| All | +178.5% | +533.9% | -355.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling