+621.7%
HPE vs CCJ
+683.8%
-62.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -2.3% | +6.9% | -9.2% | -3.9% |
| 3M | -2.9% | -11.6% | +8.8% | -0.1% |
| 6M | +143.6% | -16.2% | +159.8% | +152.4% |
| YTD | +118.5% | +10.1% | +108.4% | +111.7% |
| 1Y | +129.2% | +32.3% | +96.9% | +110.7% |
| 3Y | +212.5% | +171.3% | +41.2% | +137.4% |
| 5Y | +286.9% | +372.4% | -85.5% | +148.0% |
| 10Y | +432.3% | +1,070.0% | -637.7% | +141.6% |
| All | +621.7% | +683.8% | -62.1% | +322.3% |
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