+268.8%
CCJ vs FIVE
+822.5%
-553.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -20.0% | +17.7% | -37.6% | -22.7% |
| 3M | -23.8% | +4.0% | -27.8% | -24.7% |
| 6M | -42.4% | +2.6% | -45.0% | -43.2% |
| YTD | -22.1% | +27.6% | -49.6% | -26.6% |
| 1Y | -20.8% | +59.9% | -80.8% | -28.8% |
| 3Y | +75.7% | +35.8% | +40.0% | +54.4% |
| 5Y | +167.4% | +14.4% | +153.0% | +136.5% |
| 10Y | +826.3% | +576.1% | +250.2% | +459.2% |
| All | +268.8% | +822.5% | -553.6% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling