+2,584.5%
FDX vs CCJ
+1,091.6%
+1,492.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.1% | -3.6% |
| 7D | -1.6% | -7.3% | +5.7% | -0.2% |
| 30D | +6.6% | -20.0% | +26.6% | +11.1% |
| 3M | -2.1% | -23.8% | +21.8% | +2.7% |
| 6M | +2.2% | -42.4% | +44.6% | +12.6% |
| YTD | +33.9% | -22.1% | +56.0% | +37.5% |
| 1Y | +50.2% | -20.8% | +71.1% | +53.2% |
| 3Y | +65.5% | +75.7% | -10.2% | +35.5% |
| 5Y | +74.1% | +167.4% | -93.4% | +24.6% |
| 10Y | +156.7% | +826.3% | -669.7% | +26.6% |
| All | +2,584.5% | +1,091.6% | +1,492.9% | +1,114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling