+1,298.7%
CCJ vs FDS
+10,266.7%
-8,968.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +0.4% | -2.0% | +2.4% | +0.8% |
| 30D | -17.2% | +13.5% | -30.8% | -20.1% |
| 3M | -25.1% | +15.2% | -40.3% | -28.4% |
| 6M | -37.6% | +47.0% | -84.6% | -44.9% |
| YTD | -20.4% | +13.9% | -34.2% | -26.0% |
| 1Y | -22.5% | +25.2% | -47.7% | -30.1% |
| 3Y | +72.5% | -25.3% | +97.8% | +76.4% |
| 5Y | +179.9% | -23.3% | +203.2% | +184.0% |
| 10Y | +772.6% | +126.0% | +646.6% | +555.9% |
| All | +1,298.7% | +10,266.7% | -8,968.0% | +541.4% |
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