+855.0%
EXPE vs CCJ
+413.7%
+441.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | +0.7% | -10.3% | -9.7% |
| 30D | -6.6% | +6.9% | -13.5% | -8.6% |
| 3M | +31.4% | -11.6% | +43.0% | +34.8% |
| 6M | +35.2% | -16.2% | +51.4% | +38.7% |
| YTD | +5.8% | +10.1% | -4.3% | -0.9% |
| 1Y | +38.7% | +32.3% | +6.4% | +21.0% |
| 3Y | +175.8% | +171.3% | +4.5% | +83.7% |
| 5Y | +111.8% | +372.4% | -260.5% | +12.8% |
| 10Y | +179.7% | +1,070.0% | -890.3% | -2.3% |
| All | +855.0% | +413.7% | +441.3% | +270.4% |
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 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