+421.1%
CCJ vs FIVE
+868.1%
-447.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.9% |
| 7D | +0.7% | +4.3% | -3.5% | -0.2% |
| 30D | +6.9% | +12.5% | -5.6% | +4.2% |
| 3M | -11.6% | +31.2% | -42.9% | -16.8% |
| 6M | -16.2% | +14.4% | -30.6% | -19.1% |
| YTD | +10.1% | +33.9% | -23.8% | +2.9% |
| 1Y | +32.3% | +65.1% | -32.8% | +18.2% |
| 3Y | +171.3% | +49.0% | +122.3% | +134.1% |
| 5Y | +372.4% | +30.3% | +342.1% | +307.1% |
| 10Y | +1,070.0% | +481.1% | +588.9% | +621.7% |
| All | +421.1% | +868.1% | -447.0% | +213.9% |
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 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