+1,118.4%
CCJ vs FFIV
+226.8%
+891.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.9% | -1.5% | +7.5% | +6.6% |
| 30D | +4.7% | -2.7% | +7.4% | +5.7% |
| 3M | -3.3% | -1.7% | -1.6% | -3.0% |
| 6M | -7.0% | +36.1% | -43.2% | -19.1% |
| YTD | +11.5% | +52.6% | -41.2% | -8.0% |
| 1Y | +32.3% | +21.5% | +10.8% | +18.9% |
| 3Y | +176.8% | +142.7% | +34.2% | +81.4% |
| 5Y | +351.8% | +92.6% | +259.2% | +219.6% |
| All | +1,118.4% | +226.8% | +891.5% | +561.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling