+107.2%
FAST vs CCJ
+369.1%
-262.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.8% | +6.9% | -7.6% | -1.4% |
| 3M | +5.8% | -11.6% | +17.4% | +6.7% |
| 6M | +8.0% | -16.2% | +24.2% | +9.1% |
| YTD | +25.6% | +10.1% | +15.5% | +23.2% |
| 1Y | +0.8% | +32.3% | -31.5% | -3.8% |
| 3Y | +86.1% | +171.3% | -85.2% | +57.8% |
| All | +107.2% | +369.1% | -262.0% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling