+75.7%
CCJ vs FN
+101.0%
-25.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.7% | -7.3% | +0.8% |
| 7D | -7.3% | 0.0% | -7.2% | -8.0% |
| 30D | -20.0% | -34.3% | +14.4% | -10.1% |
| 3M | -23.8% | -39.9% | +16.0% | -13.4% |
| 6M | -42.4% | -51.8% | +9.4% | -31.2% |
| YTD | -22.1% | -28.1% | +6.1% | -19.7% |
| 1Y | -20.8% | -29.1% | +8.2% | -18.4% |
| 3Y | +75.7% | +102.4% | -26.7% | +37.3% |
| All | +75.7% | +101.0% | -25.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling