+383.8%
CCJ vs FRSH
-72.4%
+456.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +4.2% | -9.6% | +13.7% | +5.8% |
| 30D | +3.2% | -0.4% | +3.6% | +3.0% |
| 3M | -1.8% | +27.2% | -29.0% | -6.5% |
| 6M | -13.5% | +42.2% | -55.7% | -19.9% |
| YTD | +9.7% | -2.6% | +12.4% | +8.1% |
| 1Y | +30.0% | -10.2% | +40.2% | +29.9% |
| 3Y | +172.6% | -45.5% | +218.1% | +191.2% |
| All | +383.8% | -72.4% | +456.3% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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