+153.5%
EXPE vs CCJ
+174.2%
-20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.2% | -9.1% | -8.0% |
| 7D | -9.8% | +5.9% | -15.7% | -10.4% |
| 30D | -11.5% | +4.7% | -16.2% | -12.2% |
| 3M | +21.7% | -3.3% | +25.0% | +21.9% |
| 6M | +10.4% | -7.0% | +17.4% | +10.4% |
| YTD | -2.5% | +11.5% | -14.0% | -6.7% |
| 1Y | +27.3% | +32.3% | -4.9% | +16.9% |
| 3Y | +153.5% | +176.8% | -23.3% | +100.2% |
| All | +153.5% | +174.2% | -20.7% | +100.2% |
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