+825.2%
CCJ vs FN
+753.0%
+72.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.7% | -7.3% | +1.0% |
| 7D | -7.3% | 0.0% | -7.2% | -8.0% |
| 30D | -20.0% | -34.3% | +14.4% | -10.6% |
| 3M | -23.8% | -39.9% | +16.0% | -13.9% |
| 6M | -42.4% | -51.8% | +9.4% | -31.8% |
| YTD | -22.1% | -28.1% | +6.1% | -19.5% |
| 1Y | -20.8% | -29.1% | +8.2% | -18.1% |
| 3Y | +75.7% | +102.4% | -26.7% | +28.0% |
| 5Y | +167.4% | +171.7% | -4.2% | +70.8% |
| All | +825.2% | +753.0% | +72.2% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling