+32.0%
CCJ vs FFIV
+21.8%
+10.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +5.9% | -1.5% | +7.5% | +6.1% |
| 30D | +4.7% | -2.7% | +7.4% | +5.0% |
| 3M | -3.3% | -1.7% | -1.6% | -2.9% |
| 6M | -7.0% | +36.1% | -43.2% | -6.7% |
| YTD | +11.5% | +52.6% | -41.2% | +13.1% |
| All | +32.0% | +21.8% | +10.2% | +32.1% |
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