+753.7%
CCJ vs FE
+126.1%
+627.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -13.2% | +4.5% | -17.7% | -14.1% |
| 3M | -27.6% | +1.3% | -29.0% | -27.9% |
| 6M | -38.7% | +8.7% | -47.4% | -40.0% |
| YTD | -22.7% | +9.2% | -31.9% | -24.5% |
| 1Y | -17.6% | +7.0% | -24.5% | -19.2% |
| 3Y | +62.7% | +51.4% | +11.3% | +44.2% |
| 5Y | +159.7% | +47.7% | +112.0% | +131.9% |
| All | +753.7% | +126.1% | +627.5% | +662.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling