+925.6%
CCJ vs FTV
+90.8%
+834.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.7% | -4.5% | +5.2% | +2.8% |
| 30D | +6.9% | -7.1% | +13.9% | +10.4% |
| 3M | -11.6% | -7.2% | -4.5% | -9.1% |
| 6M | -16.2% | -1.5% | -14.7% | -16.3% |
| YTD | +10.1% | +3.5% | +6.6% | +6.1% |
| 1Y | +32.3% | +20.3% | +11.9% | +17.8% |
| 3Y | +171.3% | -3.1% | +174.4% | +165.1% |
| 5Y | +372.4% | +2.3% | +370.0% | +341.2% |
| 10Y | +1,070.0% | +76.3% | +993.7% | +724.5% |
| All | +925.6% | +90.8% | +834.8% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling