-25.9%
CCJ vs FIVE
+63.3%
-89.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -3.3% |
| 7D | -14.5% | +7.5% | -22.0% | -16.5% |
| 30D | -18.1% | +16.7% | -34.8% | -22.1% |
| 3M | -23.0% | +13.4% | -36.4% | -26.3% |
| 6M | -39.4% | +9.0% | -48.4% | -40.6% |
| YTD | -21.7% | +33.8% | -55.4% | -32.1% |
| 1Y | -25.9% | +61.2% | -87.1% | -45.3% |
| All | -25.9% | +63.3% | -89.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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