-11.3%
CCJ vs FIGR
-29.9%
+18.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -0.8% | +11.0% | -11.8% | -2.8% |
| 30D | -13.2% | +0.7% | -13.9% | -13.6% |
| 3M | -27.6% | -20.9% | -6.8% | -25.0% |
| 6M | -38.7% | -37.7% | -1.0% | -34.7% |
| YTD | -22.7% | -38.2% | +15.6% | -21.3% |
| 1Y | -17.6% | -27.1% | +9.5% | -19.6% |
| All | -11.3% | -29.9% | +18.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling