+173.6%
CCJ vs FLR
+61.1%
+112.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +5.9% | +0.7% | +5.3% | +5.6% |
| 30D | +4.7% | -0.7% | +5.4% | +4.6% |
| 3M | -3.3% | +14.3% | -17.6% | -10.5% |
| 6M | -7.0% | +25.6% | -32.6% | -18.5% |
| YTD | +11.5% | +42.9% | -31.4% | -8.0% |
| 1Y | +32.3% | +38.7% | -6.5% | +11.4% |
| All | +173.6% | +61.1% | +112.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling