+280.3%
FITB vs CCJ
+1,110.5%
-830.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -0.4% | +4.2% | -4.6% | -1.2% |
| 30D | -5.1% | +3.2% | -8.3% | -5.9% |
| 3M | +3.5% | -1.8% | +5.4% | +3.3% |
| 6M | +17.2% | -13.5% | +30.8% | +19.2% |
| YTD | +17.6% | +9.7% | +7.9% | +13.0% |
| 1Y | +23.4% | +30.0% | -6.6% | +12.8% |
| 3Y | +129.7% | +172.6% | -42.9% | +68.9% |
| 5Y | +68.4% | +342.9% | -274.5% | +4.4% |
| All | +280.3% | +1,110.5% | -830.2% | +69.1% |
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 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