+96.2%
FAST vs CCJ
+73.2%
+23.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +8.6% | -17.2% | +25.9% | +9.7% |
| 3M | +5.7% | -25.1% | +30.8% | +7.3% |
| 6M | +25.5% | -37.6% | +63.1% | +28.6% |
| YTD | +39.6% | -20.4% | +60.0% | +40.4% |
| 1Y | +35.5% | -22.5% | +58.0% | +36.4% |
| 3Y | +96.2% | +72.5% | +23.7% | +79.7% |
| All | +96.2% | +73.2% | +23.0% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling