+772.6%
CCJ vs FN
+772.0%
+0.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.4% | -1.9% |
| 7D | +0.4% | -4.1% | +4.5% | +1.2% |
| 30D | -17.2% | -28.3% | +11.1% | -9.9% |
| 3M | -25.1% | -33.9% | +8.8% | -17.6% |
| 6M | -37.6% | -43.9% | +6.3% | -29.3% |
| YTD | -20.4% | -23.4% | +3.1% | -19.3% |
| 1Y | -22.5% | -25.4% | +2.9% | -21.0% |
| 3Y | +72.5% | +107.9% | -35.4% | +24.6% |
| 5Y | +179.9% | +195.1% | -15.2% | +74.4% |
| 10Y | +772.6% | +794.1% | -21.5% | +295.5% |
| All | +772.6% | +772.0% | +0.7% | +295.5% |
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