+1,268.5%
CCJ vs FDS
+10,327.4%
-9,058.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +5.2% |
| 7D | -7.3% | -0.5% | -6.8% | -7.3% |
| 30D | -20.0% | +20.2% | -40.2% | -23.9% |
| 3M | -23.8% | +19.9% | -43.7% | -27.9% |
| 6M | -42.4% | +56.2% | -98.5% | -50.0% |
| YTD | -22.1% | +14.6% | -36.6% | -27.7% |
| 1Y | -20.8% | +31.6% | -52.4% | -29.5% |
| 3Y | +75.7% | -23.8% | +99.6% | +78.8% |
| 5Y | +167.4% | -22.6% | +190.0% | +170.7% |
| 10Y | +826.3% | +139.3% | +687.0% | +586.6% |
| All | +1,268.5% | +10,327.4% | -9,058.9% | +526.7% |
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 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