+92.4%
FOXA vs CCJ
+732.8%
-640.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.3% |
| 7D | +0.8% | -4.0% | +4.8% | +1.3% |
| 30D | +5.0% | -2.4% | +7.4% | +5.2% |
| 3M | -3.0% | -2.3% | -0.7% | -3.3% |
| 6M | +14.8% | -16.2% | +31.0% | +16.3% |
| YTD | -8.9% | +5.7% | -14.6% | -11.2% |
| 1Y | +13.3% | +21.3% | -7.9% | +7.2% |
| 3Y | +115.4% | +159.4% | -44.0% | +73.4% |
| 5Y | +95.3% | +300.7% | -205.4% | +38.8% |
| All | +92.4% | +732.8% | -640.5% | +2.9% |
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