+1,526.4%
FERG vs CCJ
+156.3%
+1,370.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +9.7% | -0.8% | +10.5% | +9.9% |
| 30D | +15.0% | -13.2% | +28.2% | +16.4% |
| 3M | +3.8% | -27.6% | +31.4% | +6.5% |
| 6M | +10.6% | -38.7% | +49.3% | +14.8% |
| YTD | +17.0% | -22.7% | +39.7% | +19.0% |
| 1Y | +7.1% | -17.6% | +24.7% | +8.4% |
| 3Y | +67.7% | +62.7% | +5.1% | +58.8% |
| 5Y | +76.4% | +159.7% | -83.3% | +60.1% |
| 10Y | +424.2% | +769.3% | -345.1% | +362.1% |
| All | +1,526.4% | +156.3% | +1,370.1% | +1,356.1% |
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