-17.6%
CCJ vs FDS
+25.7%
-43.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.4% |
| 7D | -0.8% | +1.5% | -2.3% | -0.5% |
| 30D | -13.2% | +14.8% | -28.0% | -10.8% |
| 3M | -27.6% | +16.3% | -43.9% | -25.2% |
| 6M | -38.7% | +66.2% | -104.9% | -32.4% |
| YTD | -22.7% | +16.2% | -38.9% | -20.3% |
| 1Y | -17.6% | +21.8% | -39.4% | -12.6% |
| All | -17.6% | +25.7% | -43.3% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling