+772.6%
CCJ vs FFIV
+126.0%
+646.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | -4.2% | +4.6% | +2.2% |
| 30D | -17.2% | -33.9% | +16.6% | -3.6% |
| 3M | -25.1% | -22.6% | -2.5% | -18.5% |
| 6M | -37.6% | -10.4% | -27.2% | -36.3% |
| YTD | -20.4% | +24.3% | -44.7% | -30.2% |
| 1Y | -22.5% | +31.8% | -54.3% | -33.8% |
| 3Y | +72.5% | +99.5% | -27.0% | +18.8% |
| 5Y | +179.9% | +40.7% | +139.1% | +119.6% |
| 10Y | +772.6% | +126.9% | +645.7% | +410.0% |
| All | +772.6% | +126.0% | +646.6% | +410.0% |
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