+4,924.8%
CCJ vs FLR
+603.8%
+4,321.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | +0.7% | +5.4% | -4.7% | -1.2% |
| 30D | +6.9% | +11.4% | -4.5% | +2.2% |
| 3M | -11.6% | +11.4% | -23.1% | -15.4% |
| 6M | -16.2% | +16.6% | -32.9% | -21.5% |
| YTD | +10.1% | +41.7% | -31.6% | -3.5% |
| 1Y | +32.3% | +35.4% | -3.2% | +18.0% |
| 3Y | +171.3% | +57.3% | +114.0% | +122.2% |
| 5Y | +372.4% | +241.0% | +131.4% | +189.0% |
| 10Y | +1,070.0% | +16.6% | +1,053.4% | +699.2% |
| All | +4,924.8% | +603.8% | +4,321.0% | +2,474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling