+32.8%
FAST vs CCJ
-24.3%
+57.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.1% |
| 7D | +2.1% | -7.3% | +9.4% | +2.5% |
| 30D | +6.9% | -20.0% | +26.8% | +8.3% |
| 3M | +4.8% | -23.8% | +28.7% | +6.7% |
| 6M | +19.8% | -42.4% | +62.2% | +24.3% |
| YTD | +34.9% | -22.1% | +57.0% | +33.1% |
| 1Y | +32.8% | -20.8% | +53.6% | +30.5% |
| All | +32.8% | -24.3% | +57.1% | +30.5% |
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