+436.5%
CCJ vs FN
+3,620.5%
-3,184.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.1% |
| 30D | +6.9% | -22.0% | +28.9% | +12.4% |
| 3M | -11.6% | -43.0% | +31.4% | -0.8% |
| 6M | -16.2% | -27.7% | +11.5% | -12.0% |
| YTD | +10.1% | -10.5% | +20.6% | +9.1% |
| 1Y | +32.3% | +12.5% | +19.8% | +24.1% |
| 3Y | +171.3% | +153.8% | +17.5% | +104.3% |
| 5Y | +372.4% | +288.0% | +84.4% | +216.4% |
| 10Y | +1,070.0% | +906.4% | +163.6% | +528.1% |
| All | +436.5% | +3,620.5% | -3,184.0% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling