+1,099.7%
CCJ vs FDS
+72.8%
+1,026.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.7% |
| 7D | +4.2% | -8.8% | +13.0% | +6.6% |
| 30D | +3.2% | -1.4% | +4.6% | +3.2% |
| 3M | -1.8% | +13.9% | -15.7% | -6.6% |
| 6M | -13.5% | +27.4% | -40.9% | -21.7% |
| YTD | +9.7% | -2.5% | +12.2% | +7.9% |
| 1Y | +30.0% | -23.8% | +53.8% | +38.8% |
| 3Y | +172.6% | -32.5% | +205.1% | +200.6% |
| 5Y | +342.9% | -23.2% | +366.1% | +360.5% |
| 10Y | +1,099.7% | +76.4% | +1,023.3% | +826.0% |
| All | +1,099.7% | +72.8% | +1,026.9% | +826.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling