+2,656.6%
CCJ vs FFIV
+5,965.2%
-3,308.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -7.3% | -8.1% | +0.8% | -6.2% |
| 30D | -20.0% | -33.4% | +13.4% | -15.8% |
| 3M | -23.8% | -24.7% | +0.9% | -21.3% |
| 6M | -42.4% | -8.8% | -33.5% | -41.9% |
| YTD | -22.1% | +21.8% | -43.8% | -24.6% |
| 1Y | -20.8% | +25.3% | -46.1% | -23.7% |
| 3Y | +75.7% | +101.2% | -25.4% | +59.1% |
| 5Y | +167.4% | +40.2% | +127.2% | +152.6% |
| 10Y | +826.3% | +129.0% | +697.3% | +720.5% |
| All | +2,656.6% | +5,965.2% | -3,308.6% | +1,773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling