+62.7%
CCJ vs FND
-39.5%
+102.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -0.8% | -6.8% | +6.0% | +0.5% |
| 30D | -13.2% | +8.0% | -21.2% | -14.5% |
| 3M | -27.6% | -18.9% | -8.7% | -25.1% |
| 6M | -38.7% | +4.7% | -43.4% | -39.6% |
| YTD | -22.7% | -21.6% | -1.1% | -20.5% |
| 1Y | -17.6% | -22.0% | +4.4% | -15.2% |
| 3Y | +62.7% | -40.4% | +103.1% | +84.4% |
| All | +62.7% | -39.5% | +102.2% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling