+351.8%
CCJ vs FDS
-20.4%
+372.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.8% |
| 7D | +5.9% | -5.4% | +11.3% | +6.7% |
| 30D | +4.7% | +1.6% | +3.1% | +4.3% |
| 3M | -3.3% | +17.7% | -21.0% | -6.4% |
| 6M | -7.0% | +29.1% | -36.1% | -12.8% |
| YTD | +11.5% | +1.0% | +10.5% | +12.3% |
| 1Y | +32.3% | -21.6% | +53.9% | +46.7% |
| 3Y | +176.8% | -30.1% | +206.9% | +213.7% |
| 5Y | +351.8% | -20.7% | +372.5% | +360.3% |
| All | +351.8% | -20.4% | +372.2% | +360.3% |
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