+156.3%
FDX vs CCJ
+859.4%
-703.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.6% |
| 7D | +0.2% | +2.7% | -2.5% | -0.3% |
| 30D | +9.3% | -14.4% | +23.7% | +11.8% |
| 3M | +0.5% | -22.6% | +23.1% | +4.2% |
| 6M | +5.3% | -35.4% | +40.8% | +11.9% |
| YTD | +38.6% | -17.6% | +56.2% | +40.3% |
| 1Y | +53.5% | -18.1% | +71.7% | +55.2% |
| 3Y | +74.2% | +79.6% | -5.3% | +46.2% |
| 5Y | +75.3% | +175.3% | -100.0% | +30.0% |
| 10Y | +156.3% | +844.8% | -688.6% | +35.4% |
| All | +156.3% | +859.4% | -703.2% | +35.4% |
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 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