+7,739.4%
FAST vs CCJ
+1,099.6%
+6,639.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.7% |
| 7D | +5.0% | +5.0% | 0.0% | +4.0% |
| 30D | +8.6% | -16.7% | +25.2% | +11.9% |
| 3M | +6.9% | -27.5% | +34.4% | +12.8% |
| 6M | +29.6% | -38.6% | +68.2% | +40.1% |
| YTD | +41.4% | -21.5% | +63.0% | +44.3% |
| 1Y | +38.5% | -22.3% | +60.8% | +41.3% |
| 3Y | +98.7% | +69.9% | +28.9% | +65.6% |
| 5Y | +108.0% | +163.6% | -55.5% | +51.9% |
| 10Y | +549.3% | +782.3% | -233.0% | +229.9% |
| All | +7,739.4% | +1,099.6% | +6,639.8% | +3,614.5% |
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 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