+3,422.7%
CCJ vs FTI
+2,165.1%
+1,257.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.7% | +5.3% | -4.5% | -1.6% |
| 30D | +6.9% | +15.3% | -8.5% | +0.1% |
| 3M | -11.6% | +15.8% | -27.4% | -18.1% |
| 6M | -16.2% | +22.6% | -38.8% | -24.7% |
| YTD | +10.1% | +79.5% | -69.4% | -16.2% |
| 1Y | +32.3% | +102.0% | -69.7% | -5.0% |
| 3Y | +171.3% | +315.8% | -144.5% | +36.5% |
| 5Y | +372.4% | +1,129.5% | -757.1% | +37.2% |
| 10Y | +1,070.0% | +320.9% | +749.1% | +333.8% |
| All | +3,422.7% | +2,165.1% | +1,257.6% | +645.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling