+844.8%
CCJ vs FIVE
+596.6%
+248.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +4.4% |
| 7D | +2.7% | +6.2% | -3.5% | +1.3% |
| 30D | -14.4% | +18.2% | -32.6% | -17.6% |
| 3M | -22.6% | +3.8% | -26.5% | -23.5% |
| 6M | -35.4% | +13.7% | -49.2% | -37.9% |
| YTD | -17.6% | +34.7% | -52.3% | -23.7% |
| 1Y | -18.1% | +66.6% | -84.8% | -27.6% |
| 3Y | +79.6% | +44.3% | +35.3% | +54.3% |
| 5Y | +175.3% | +18.8% | +156.5% | +138.5% |
| 10Y | +844.8% | +569.2% | +275.6% | +447.2% |
| All | +844.8% | +596.6% | +248.2% | +447.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling