+303.7%
CCJ vs FLR
+230.6%
+73.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.0% |
| 7D | -3.2% | -6.9% | +3.7% | -0.1% |
| 30D | -1.3% | +1.1% | -2.5% | -2.0% |
| 3M | +2.5% | +14.3% | -11.8% | -4.6% |
| 6M | -18.9% | +19.1% | -38.0% | -26.3% |
| YTD | +6.5% | +35.1% | -28.6% | -8.3% |
| 1Y | +22.8% | +29.5% | -6.6% | +8.1% |
| 3Y | +164.5% | +53.0% | +111.5% | +108.6% |
| 5Y | +303.7% | +238.9% | +64.8% | +116.4% |
| All | +303.7% | +230.6% | +73.2% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling