+351.3%
FERG vs CCJ
+1,065.5%
-714.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -2.6% | -4.0% | +1.5% | -2.1% |
| 30D | -8.9% | -2.4% | -6.5% | -8.7% |
| 3M | -2.0% | -2.3% | +0.3% | -2.0% |
| 6M | -3.2% | -16.2% | +13.0% | -1.7% |
| YTD | +1.5% | +5.7% | -4.2% | +0.3% |
| 1Y | +0.5% | +21.3% | -20.8% | -2.8% |
| 3Y | +50.4% | +159.4% | -109.0% | +31.2% |
| 5Y | +68.7% | +300.7% | -232.0% | +38.9% |
| All | +351.3% | +1,065.5% | -714.2% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling