+32.3%
CCJ vs FFIV
+25.9%
+6.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +6.9% | -5.1% | +11.9% | +7.3% |
| 3M | -11.6% | -4.5% | -7.2% | -11.2% |
| 6M | -16.2% | +36.5% | -52.7% | -16.0% |
| YTD | +10.1% | +53.0% | -42.9% | +11.6% |
| 1Y | +32.3% | +24.2% | +8.1% | +30.1% |
| All | +32.3% | +25.9% | +6.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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