+1,348.4%
FERG vs CCJ
+265.0%
+1,083.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | +0.7% | -0.8% | -0.1% |
| 30D | -10.2% | +6.9% | -17.0% | -10.7% |
| 3M | -0.6% | -11.6% | +11.1% | +0.2% |
| 6M | -6.5% | -16.2% | +9.7% | -5.5% |
| YTD | +4.2% | +10.1% | -5.9% | +3.0% |
| 1Y | -2.3% | +32.3% | -34.5% | -5.1% |
| 3Y | +48.5% | +171.3% | -122.8% | +35.0% |
| 5Y | +72.0% | +372.4% | -300.4% | +50.5% |
| 10Y | +369.9% | +1,070.0% | -700.1% | +302.4% |
| All | +1,348.4% | +265.0% | +1,083.4% | +1,160.1% |
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