+879.7%
CCJ vs FND
+54.9%
+824.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.7% |
| 7D | -3.2% | -5.1% | +1.9% | -2.1% |
| 30D | -1.3% | -22.5% | +21.2% | +4.3% |
| 3M | +2.5% | -5.0% | +7.5% | +3.0% |
| 6M | -18.9% | -21.5% | +2.7% | -15.4% |
| YTD | +6.5% | -23.0% | +29.5% | +11.0% |
| 1Y | +22.8% | -44.9% | +67.7% | +37.2% |
| 3Y | +164.5% | -50.0% | +214.5% | +189.7% |
| 5Y | +303.7% | -63.3% | +367.1% | +353.3% |
| All | +879.7% | +54.9% | +824.7% | +748.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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