+3,427.9%
CCJ vs FLR
+513.8%
+2,914.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -0.8% | +5.4% | -6.2% | -2.6% |
| 30D | -13.2% | +2.8% | -16.0% | -14.0% |
| 3M | -27.6% | -6.4% | -21.2% | -26.0% |
| 6M | -38.7% | +8.8% | -47.5% | -40.8% |
| YTD | -22.7% | +23.6% | -46.3% | -28.9% |
| 1Y | -17.6% | +13.8% | -31.4% | -21.9% |
| 3Y | +62.7% | +36.5% | +26.2% | +40.8% |
| 5Y | +159.7% | +119.3% | +40.4% | +85.6% |
| 10Y | +769.3% | +8.0% | +761.4% | +513.4% |
| All | +3,427.9% | +513.8% | +2,914.1% | +1,796.8% |
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