+90.3%
FOXA vs CCJ
+778.4%
-688.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -0.6% | +5.9% | -6.6% | -1.3% |
| 30D | +2.3% | +4.7% | -2.4% | +1.6% |
| 3M | -2.8% | -3.3% | +0.4% | -2.9% |
| 6M | +9.6% | -7.0% | +16.6% | +9.5% |
| YTD | -9.9% | +11.5% | -21.4% | -12.7% |
| 1Y | +5.4% | +32.3% | -26.9% | -1.5% |
| 3Y | +115.3% | +176.8% | -61.6% | +71.9% |
| 5Y | +93.1% | +351.8% | -258.7% | +34.3% |
| All | +90.3% | +778.4% | -688.1% | +1.2% |
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