+157.0%
CCJ vs FFIV
+39.5%
+117.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -7.3% | -8.1% | +0.8% | -4.1% |
| 30D | -20.0% | -33.4% | +13.4% | -7.2% |
| 3M | -23.8% | -24.7% | +0.9% | -16.5% |
| 6M | -42.4% | -8.8% | -33.5% | -42.0% |
| YTD | -22.1% | +21.8% | -43.8% | -32.2% |
| 1Y | -20.8% | +25.3% | -46.1% | -32.1% |
| 3Y | +75.7% | +101.2% | -25.4% | +11.4% |
| All | +157.0% | +39.5% | +117.5% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling