+32.3%
CCJ vs FIVE
+65.4%
-33.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +5.9% | +3.7% | +2.3% | +4.6% |
| 30D | +4.7% | +4.0% | +0.7% | +3.1% |
| 3M | -3.3% | +36.2% | -39.5% | -13.6% |
| 6M | -7.0% | +18.0% | -25.0% | -12.3% |
| YTD | +11.5% | +34.9% | -23.4% | -0.9% |
| 1Y | +32.3% | +67.9% | -35.6% | +5.9% |
| All | +32.3% | +65.4% | -33.1% | +5.9% |
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