-80.9%
FIG vs CCJ
+25.8%
-106.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.2% |
| 7D | -14.5% | +4.2% | -18.6% | -14.6% |
| 30D | -13.3% | +3.2% | -16.5% | -13.5% |
| 3M | +7.4% | -1.8% | +9.2% | +7.9% |
| 6M | -27.8% | -13.5% | -14.2% | -26.9% |
| YTD | -41.1% | +9.7% | -50.9% | -44.3% |
| 1Y | -58.7% | +30.0% | -88.7% | -63.5% |
| All | -80.9% | +25.8% | -106.8% | -83.3% |
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 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