+31.6%
FAST vs CCJ
-26.2%
+57.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +3.4% | -14.5% | +17.9% | +4.5% |
| 30D | +5.5% | -18.1% | +23.6% | +6.9% |
| 3M | +7.6% | -23.0% | +30.6% | +9.5% |
| 6M | +19.8% | -39.4% | +59.2% | +23.9% |
| YTD | +35.5% | -21.7% | +57.1% | +33.2% |
| 1Y | +31.6% | -25.9% | +57.5% | +30.0% |
| All | +31.6% | -26.2% | +57.8% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling