+89.1%
FOXA vs CCJ
+339.7%
-250.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -5.4% | +4.2% | -9.6% | -5.7% |
| 30D | +1.1% | +3.2% | -2.0% | +0.8% |
| 3M | -6.1% | -1.8% | -4.3% | -6.3% |
| 6M | +8.2% | -13.5% | +21.8% | +9.0% |
| YTD | -11.8% | +9.7% | -21.5% | -13.7% |
| 1Y | +9.9% | +30.0% | -20.1% | +4.8% |
| 3Y | +110.7% | +172.6% | -61.9% | +77.1% |
| All | +89.1% | +339.7% | -250.6% | +45.1% |
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 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