+72.2%
FDX vs CCJ
+29.0%
+43.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | -2.3% | +4.2% | -6.5% | -2.6% |
| 30D | -4.9% | +3.2% | -8.1% | -5.2% |
| 3M | -6.5% | -1.8% | -4.6% | -6.6% |
| 6M | +6.7% | -13.5% | +20.2% | +7.1% |
| YTD | +33.9% | +9.7% | +24.1% | +33.7% |
| 1Y | +72.2% | +30.0% | +42.2% | +73.3% |
| All | +72.2% | +29.0% | +43.1% | +73.3% |
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