+91.1%
EXPE vs CCJ
+346.5%
-255.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.2% | -9.1% | -8.1% |
| 7D | -9.8% | +5.9% | -15.7% | -10.9% |
| 30D | -11.5% | +4.7% | -16.2% | -12.5% |
| 3M | +21.7% | -3.3% | +25.0% | +22.0% |
| 6M | +10.4% | -7.0% | +17.4% | +10.3% |
| YTD | -2.5% | +11.5% | -14.0% | -8.0% |
| 1Y | +27.3% | +32.3% | -4.9% | +13.5% |
| 3Y | +153.5% | +176.8% | -23.3% | +74.9% |
| 5Y | +91.1% | +351.8% | -260.7% | +12.7% |
| All | +91.1% | +346.5% | -255.4% | +12.7% |
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 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