+766.3%
CCJ vs FIVE
+505.3%
+261.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.1% |
| 7D | +5.0% | +2.4% | +2.6% | +4.5% |
| 30D | -16.7% | +15.8% | -32.5% | -19.4% |
| 3M | -27.5% | +3.8% | -31.3% | -28.3% |
| 6M | -38.6% | +18.5% | -57.1% | -41.5% |
| YTD | -21.5% | +31.2% | -52.8% | -26.9% |
| 1Y | -22.3% | +61.8% | -84.1% | -30.8% |
| 3Y | +69.9% | +39.9% | +30.0% | +47.0% |
| 5Y | +163.6% | +18.3% | +145.3% | +128.7% |
| All | +766.3% | +505.3% | +261.0% | +407.7% |
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