+6,864.5%
FAST vs CCJ
+1,583.6%
+5,280.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -0.8% | +6.9% | -7.6% | -2.1% |
| 3M | +5.8% | -11.6% | +17.4% | +7.6% |
| 6M | +8.0% | -16.2% | +24.2% | +10.2% |
| YTD | +25.6% | +10.1% | +15.5% | +21.0% |
| 1Y | +0.8% | +32.3% | -31.5% | -7.5% |
| 3Y | +86.1% | +171.3% | -85.2% | +42.2% |
| 5Y | +100.2% | +372.4% | -272.2% | +30.0% |
| 10Y | +494.2% | +1,070.0% | -575.9% | +187.8% |
| All | +6,864.5% | +1,583.6% | +5,280.8% | +3,015.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling