+2,212.6%
CCJ vs FE
+561.4%
+1,651.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.7% | +1.9% | -1.2% | +0.1% |
| 30D | +6.9% | -1.2% | +8.0% | +7.3% |
| 3M | -11.6% | +3.5% | -15.1% | -13.0% |
| 6M | -16.2% | -6.1% | -10.2% | -14.7% |
| YTD | +10.1% | +7.6% | +2.5% | +6.7% |
| 1Y | +32.3% | +11.9% | +20.4% | +26.2% |
| 3Y | +171.3% | +48.4% | +122.9% | +128.6% |
| 5Y | +372.4% | +44.8% | +327.6% | +298.9% |
| 10Y | +1,070.0% | +115.9% | +954.2% | +685.9% |
| All | +2,212.6% | +561.4% | +1,651.1% | +1,101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling