+38.6%
EXPE vs CCJ
+169.1%
-130.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.4% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -7.5% | -17.2% | +9.8% | -4.0% |
| 3M | -19.1% | -25.1% | +6.0% | -14.7% |
| 6M | +10.7% | -37.6% | +48.3% | +20.8% |
| YTD | -9.9% | -20.4% | +10.4% | -9.6% |
| 1Y | -4.6% | -22.5% | +17.9% | -3.9% |
| 3Y | +116.8% | +72.5% | +44.3% | +62.0% |
| 5Y | +38.6% | +179.9% | -141.3% | -14.4% |
| All | +38.6% | +169.1% | -130.6% | -14.4% |
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