+156.4%
EXPE vs CCJ
+1,074.4%
-918.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.5% | +2.2% |
| 7D | -8.7% | -3.2% | -5.5% | -8.1% |
| 30D | -13.6% | -1.3% | -12.3% | -13.6% |
| 3M | +26.6% | +2.5% | +24.1% | +25.3% |
| 6M | +19.9% | -18.9% | +38.8% | +23.7% |
| YTD | -1.7% | +6.5% | -8.2% | -6.1% |
| 1Y | +29.4% | +22.8% | +6.6% | +17.8% |
| 3Y | +155.7% | +164.5% | -8.8% | +83.9% |
| 5Y | +93.1% | +303.7% | -210.6% | +20.2% |
| All | +156.4% | +1,074.4% | -918.0% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling