+69.4%
FITB vs CCJ
+354.8%
-285.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +2.8% | +5.9% | -3.1% | +1.9% |
| 30D | -4.5% | +4.7% | -9.2% | -5.3% |
| 3M | +5.7% | -3.3% | +8.9% | +5.8% |
| 6M | +17.1% | -7.0% | +24.1% | +17.3% |
| YTD | +18.3% | +11.5% | +6.9% | +14.6% |
| 1Y | +23.9% | +32.3% | -8.4% | +15.5% |
| 3Y | +131.1% | +176.8% | -45.7% | +79.5% |
| All | +69.4% | +354.8% | -285.4% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling