+362.8%
HPE vs CCJ
+347.8%
+14.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +5.5% |
| 7D | +13.6% | +4.2% | +9.5% | +12.6% |
| 30D | +7.7% | +3.2% | +4.5% | +6.9% |
| 3M | +22.4% | -1.8% | +24.2% | +22.8% |
| 6M | +172.6% | -13.5% | +186.1% | +180.3% |
| YTD | +147.5% | +9.7% | +137.8% | +140.2% |
| 1Y | +151.8% | +30.0% | +121.8% | +132.9% |
| 3Y | +267.1% | +172.6% | +94.5% | +182.4% |
| 5Y | +362.8% | +342.9% | +19.8% | +217.1% |
| All | +362.8% | +347.8% | +14.9% | +217.1% |
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