+1,536.8%
CCJ vs FE
+556.6%
+980.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.8% |
| 7D | -7.3% | -1.0% | -6.3% | -7.0% |
| 30D | -20.0% | +4.1% | -24.1% | -21.2% |
| 3M | -23.8% | -1.0% | -22.8% | -23.7% |
| 6M | -42.4% | +4.0% | -46.4% | -43.4% |
| YTD | -22.1% | +6.8% | -28.9% | -24.3% |
| 1Y | -20.8% | +5.3% | -26.1% | -22.8% |
| 3Y | +75.7% | +44.6% | +31.2% | +49.4% |
| 5Y | +167.4% | +44.2% | +123.2% | +126.6% |
| 10Y | +826.3% | +107.3% | +719.1% | +532.6% |
| All | +1,536.8% | +556.6% | +980.1% | +751.5% |
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