-83.6%
FIG vs CCJ
-10.0%
-73.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | 0.0% |
| 7D | +2.6% | +5.0% | -2.4% | +2.3% |
| 30D | -13.1% | -16.7% | +3.6% | -12.3% |
| 3M | -20.3% | -27.5% | +7.2% | -19.2% |
| 6M | -2.1% | -38.6% | +36.5% | +1.2% |
| YTD | -49.4% | -21.5% | -27.8% | -51.4% |
| 1Y | -57.0% | -22.3% | -34.7% | -58.7% |
| All | -83.6% | -10.0% | -73.6% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling