+65.0%
FDX vs CCJ
-26.2%
+91.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | +8.1% | -14.5% | +22.7% | +9.7% |
| 30D | +13.9% | -18.1% | +32.0% | +16.0% |
| 3M | +5.5% | -23.0% | +28.5% | +8.1% |
| 6M | +15.1% | -39.4% | +54.5% | +20.4% |
| YTD | +43.2% | -21.7% | +64.8% | +46.8% |
| 1Y | +65.0% | -25.9% | +91.0% | +68.4% |
| All | +65.0% | -26.2% | +91.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling