+813.5%
CCJ vs FIVE
+535.9%
+277.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | -13.7% | +17.4% | -31.1% | -16.8% |
| 3M | -24.7% | +7.0% | -31.8% | -26.1% |
| 6M | -38.1% | +20.5% | -58.6% | -41.2% |
| YTD | -18.8% | +33.1% | -51.9% | -24.5% |
| 1Y | -19.5% | +67.1% | -86.6% | -28.9% |
| 3Y | +75.9% | +41.9% | +34.0% | +51.7% |
| 5Y | +173.1% | +21.1% | +152.0% | +135.8% |
| 10Y | +813.5% | +518.8% | +294.7% | +432.7% |
| All | +813.5% | +535.9% | +277.6% | +432.7% |
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