+1,080.5%
CCJ vs FE
+113.1%
+967.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.9% | +0.6% | +5.3% | +5.8% |
| 30D | +4.7% | -2.1% | +6.9% | +5.2% |
| 3M | -3.3% | +2.6% | -5.9% | -4.0% |
| 6M | -7.0% | -6.8% | -0.3% | -5.8% |
| YTD | +11.5% | +6.9% | +4.6% | +9.5% |
| 1Y | +32.3% | +11.6% | +20.7% | +28.5% |
| 3Y | +176.8% | +47.7% | +129.1% | +147.1% |
| 5Y | +351.8% | +46.2% | +305.6% | +304.4% |
| 10Y | +1,080.5% | +109.2% | +971.3% | +956.2% |
| All | +1,080.5% | +113.1% | +967.4% | +956.2% |
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