+652.7%
FITB vs CCJ
+1,583.6%
-930.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -4.7% | +6.9% | -11.6% | -6.7% |
| 3M | +6.7% | -11.6% | +18.3% | +9.2% |
| 6M | +12.6% | -16.2% | +28.8% | +15.8% |
| YTD | +19.1% | +10.1% | +9.0% | +12.7% |
| 1Y | +22.6% | +32.3% | -9.6% | +8.2% |
| 3Y | +127.1% | +171.3% | -44.2% | +53.5% |
| 5Y | +71.8% | +372.4% | -300.6% | -7.9% |
| 10Y | +287.2% | +1,070.0% | -782.9% | +39.2% |
| All | +652.7% | +1,583.6% | -930.9% | +159.0% |
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