+1,833.6%
CCJ vs FDS
+9,502.8%
-7,669.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | +6.9% | +9.0% | -2.2% | +4.4% |
| 3M | -11.6% | +18.9% | -30.5% | -16.6% |
| 6M | -16.2% | +35.1% | -51.3% | -24.4% |
| YTD | +10.1% | +5.5% | +4.6% | +5.1% |
| 1Y | +32.3% | -16.8% | +49.1% | +33.2% |
| 3Y | +171.3% | -28.1% | +199.4% | +181.9% |
| 5Y | +372.4% | -17.4% | +389.8% | +372.9% |
| 10Y | +1,070.0% | +85.4% | +984.6% | +830.6% |
| All | +1,833.6% | +9,502.8% | -7,669.2% | +810.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling