+575.3%
FAST vs CCJ
+808.7%
-233.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.3% |
| 7D | +2.1% | -7.3% | +9.4% | +3.0% |
| 30D | +6.9% | -20.0% | +26.8% | +9.6% |
| 3M | +4.8% | -23.8% | +28.7% | +8.0% |
| 6M | +19.8% | -42.4% | +62.2% | +27.1% |
| YTD | +34.9% | -22.1% | +57.0% | +36.8% |
| 1Y | +32.8% | -20.8% | +53.6% | +34.2% |
| 3Y | +93.7% | +75.7% | +18.0% | +69.2% |
| 5Y | +105.3% | +167.4% | -62.1% | +63.1% |
| All | +575.3% | +808.7% | -233.4% | +283.6% |
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