+149.7%
EXE vs CCJ
+351.6%
-201.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.3% |
| 7D | +2.9% | +5.0% | -2.2% | +1.8% |
| 30D | -4.9% | -16.7% | +11.7% | -1.7% |
| 3M | -8.3% | -27.5% | +19.3% | -2.9% |
| 6M | -7.8% | -38.6% | +30.8% | +0.3% |
| YTD | -19.0% | -21.5% | +2.5% | -18.3% |
| 1Y | -24.8% | -22.3% | -2.5% | -24.2% |
| 3Y | +20.8% | +69.9% | -49.1% | -8.5% |
| 5Y | +76.2% | +163.6% | -87.4% | +10.3% |
| All | +149.7% | +351.6% | -201.9% | +31.3% |
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