+163.9%
CCJ vs FN
+169.4%
-5.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | +0.7% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | -13.2% | -16.5% | +3.4% | -9.4% |
| 3M | -27.6% | -42.1% | +14.5% | -16.9% |
| 6M | -38.7% | -52.9% | +14.2% | -26.5% |
| YTD | -22.7% | -28.0% | +5.3% | -20.4% |
| 1Y | -17.6% | -18.5% | +0.9% | -18.4% |
| 3Y | +62.7% | +93.9% | -31.2% | +19.0% |
| All | +163.9% | +169.4% | -5.5% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling