+753.7%
CCJ vs FTI
+189.4%
+564.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.5% | -2.2% |
| 7D | -0.8% | +4.3% | -5.1% | -2.2% |
| 30D | -13.2% | -4.7% | -8.5% | -11.9% |
| 3M | -27.6% | -13.5% | -14.1% | -24.3% |
| 6M | -38.7% | -8.7% | -30.0% | -37.5% |
| YTD | -22.7% | +49.0% | -71.7% | -33.5% |
| 1Y | -17.6% | +54.0% | -71.6% | -29.9% |
| 3Y | +62.7% | +211.6% | -148.9% | +7.1% |
| 5Y | +159.7% | +881.9% | -722.1% | +13.4% |
| All | +753.7% | +189.4% | +564.3% | +392.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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