+461.7%
CCJ vs USFR
+27.5%
+434.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +6.9% | +0.3% | +6.6% | +6.8% |
| 3M | -11.6% | +1.0% | -12.6% | -11.8% |
| 6M | -16.2% | +1.9% | -18.2% | -16.5% |
| YTD | +10.1% | +2.6% | +7.5% | +9.6% |
| 1Y | +32.3% | +4.0% | +28.3% | +31.3% |
| 3Y | +171.3% | +14.1% | +157.2% | +165.2% |
| 5Y | +372.4% | +20.4% | +352.0% | +357.2% |
| 10Y | +1,070.0% | +28.0% | +1,042.0% | +1,023.7% |
| All | +461.7% | +27.5% | +434.2% | +419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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