-19.9%
CCJ vs FIVE
+63.1%
-83.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +3.9% |
| 7D | +2.7% | +6.2% | -3.5% | +0.8% |
| 30D | -14.4% | +18.2% | -32.6% | -18.7% |
| 3M | -22.6% | +3.8% | -26.5% | -23.7% |
| 6M | -35.4% | +13.7% | -49.2% | -38.2% |
| YTD | -17.6% | +34.7% | -52.3% | -27.6% |
| All | -19.9% | +63.1% | -83.0% | -39.7% |
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 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