+62.7%
CCJ vs FTV
+39.2%
+23.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.8% | +3.9% | -4.7% | -2.0% |
| 30D | -13.2% | +18.7% | -31.8% | -17.8% |
| 3M | -27.6% | +10.0% | -37.7% | -29.9% |
| 6M | -38.7% | +14.6% | -53.3% | -41.5% |
| YTD | -22.7% | +23.4% | -46.1% | -29.0% |
| 1Y | -17.6% | +31.3% | -48.9% | -26.6% |
| 3Y | +62.7% | +39.8% | +22.9% | +42.7% |
| All | +62.7% | +39.2% | +23.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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