-22.3%
CCJ vs FE
+4.7%
-27.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | -16.7% | +3.9% | -20.6% | -16.8% |
| 3M | -27.5% | -0.1% | -27.4% | -27.9% |
| 6M | -38.6% | +6.1% | -44.7% | -39.1% |
| YTD | -21.5% | +8.1% | -29.6% | -22.2% |
| 1Y | -22.3% | +4.4% | -26.7% | -22.8% |
| All | -22.3% | +4.7% | -27.0% | -22.8% |
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