+160.4%
CCJ vs FDS
-22.9%
+183.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +4.7% |
| 7D | -7.3% | -0.5% | -6.8% | -7.3% |
| 30D | -20.0% | +20.2% | -40.2% | -21.9% |
| 3M | -23.8% | +19.9% | -43.7% | -25.9% |
| 6M | -42.4% | +56.2% | -98.5% | -47.4% |
| YTD | -22.1% | +14.6% | -36.6% | -22.8% |
| 1Y | -20.8% | +31.6% | -52.4% | -26.2% |
| 3Y | +75.7% | -23.8% | +99.6% | +101.0% |
| All | +160.4% | -22.9% | +183.3% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling