+53.0%
FDX vs CCJ
-22.9%
+75.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | +11.3% | -13.2% | +24.5% | +12.8% |
| 3M | -4.1% | -27.6% | +23.5% | -0.8% |
| 6M | +9.6% | -38.7% | +48.3% | +15.1% |
| YTD | +40.9% | -22.7% | +63.6% | +42.1% |
| 1Y | +53.0% | -17.6% | +70.6% | +53.6% |
| All | +53.0% | -22.9% | +75.9% | +53.6% |
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