+346.1%
CCJ vs FICO
+99.8%
+246.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +2.9% |
| 7D | +0.7% | -19.2% | +19.9% | +4.1% |
| 30D | +6.9% | -14.6% | +21.5% | +9.3% |
| 3M | -11.6% | -20.1% | +8.4% | -9.8% |
| 6M | -16.2% | -36.3% | +20.1% | -10.9% |
| YTD | +10.1% | -44.9% | +55.0% | +21.1% |
| 1Y | +32.3% | -38.6% | +70.9% | +39.1% |
| 3Y | +171.3% | +4.0% | +167.3% | +129.8% |
| All | +346.1% | +99.8% | +246.3% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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