+1,061.3%
CCJ vs FN
+899.8%
+161.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | +0.7% | -1.7% | +2.4% | +1.2% |
| 30D | +6.9% | -22.0% | +28.9% | +13.6% |
| 3M | -11.6% | -43.0% | +31.4% | +1.7% |
| 6M | -16.2% | -27.7% | +11.5% | -11.4% |
| YTD | +10.1% | -10.5% | +20.6% | +8.3% |
| 1Y | +32.3% | +12.5% | +19.8% | +21.4% |
| 3Y | +171.3% | +153.8% | +17.5% | +87.7% |
| 5Y | +372.4% | +288.0% | +84.4% | +177.4% |
| All | +1,061.3% | +899.8% | +161.5% | +402.6% |
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