+62.8%
FDX vs CCJ
+174.2%
-111.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | -3.3% | +5.9% | -9.2% | -3.7% |
| 30D | -1.4% | +4.7% | -6.1% | -1.8% |
| 3M | -4.5% | -3.3% | -1.2% | -4.5% |
| 6M | +9.4% | -7.0% | +16.4% | +9.5% |
| YTD | +36.0% | +11.5% | +24.6% | +34.3% |
| 1Y | +75.5% | +32.3% | +43.2% | +70.5% |
| 3Y | +62.8% | +176.8% | -114.0% | +45.5% |
| All | +62.8% | +174.2% | -111.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling