-25.9%
CCJ vs FE
+6.1%
-32.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -14.5% | +1.7% | -16.2% | -14.5% |
| 30D | -18.1% | +8.1% | -26.2% | -18.5% |
| 3M | -23.0% | -1.3% | -21.7% | -23.4% |
| 6M | -39.4% | +2.9% | -42.3% | -39.5% |
| YTD | -21.7% | +8.6% | -30.2% | -22.7% |
| 1Y | -25.9% | +6.3% | -32.3% | -26.6% |
| All | -25.9% | +6.1% | -32.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling