+178.8%
FDX vs CCJ
+1,078.9%
-900.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.3% |
| 7D | -2.3% | +4.2% | -6.5% | -3.0% |
| 30D | -4.9% | +3.2% | -8.1% | -5.5% |
| 3M | -6.5% | -1.8% | -4.6% | -6.5% |
| 6M | +6.7% | -13.5% | +20.2% | +8.1% |
| YTD | +33.9% | +9.7% | +24.1% | +29.9% |
| 1Y | +72.2% | +30.0% | +42.2% | +60.6% |
| 3Y | +60.2% | +172.6% | -112.4% | +25.4% |
| 5Y | +62.9% | +342.9% | -280.0% | +11.0% |
| 10Y | +178.8% | +1,099.7% | -920.9% | +48.2% |
| All | +178.8% | +1,078.9% | -900.1% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling