+76.2%
FDX vs CCJ
+159.0%
-82.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | -4.1% | -27.6% | +23.5% | -0.7% |
| 6M | +9.6% | -38.7% | +48.3% | +15.5% |
| YTD | +40.9% | -22.7% | +63.6% | +43.3% |
| 1Y | +53.0% | -17.6% | +70.6% | +54.3% |
| 3Y | +74.1% | +62.7% | +11.4% | +52.7% |
| All | +76.2% | +159.0% | -82.8% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling