+7,378.2%
FAST vs CCJ
+1,091.6%
+6,286.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.6% |
| 7D | +2.1% | -7.3% | +9.4% | +3.4% |
| 30D | +6.9% | -20.0% | +26.8% | +11.0% |
| 3M | +4.8% | -23.8% | +28.7% | +9.6% |
| 6M | +19.8% | -42.4% | +62.2% | +31.0% |
| YTD | +34.9% | -22.1% | +57.0% | +37.9% |
| 1Y | +32.8% | -20.8% | +53.6% | +35.0% |
| 3Y | +93.7% | +75.7% | +18.0% | +60.3% |
| 5Y | +105.3% | +167.4% | -62.1% | +49.4% |
| 10Y | +595.4% | +826.3% | -231.0% | +249.4% |
| All | +7,378.2% | +1,091.6% | +6,286.6% | +3,448.8% |
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