-83.6%
FIG vs CCJ
-6.9%
-76.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.7% |
| 7D | -14.3% | +3.7% | -18.0% | -14.5% |
| 30D | -13.6% | -13.7% | +0.1% | -13.1% |
| 3M | -23.7% | -24.7% | +1.0% | -22.8% |
| 6M | -5.4% | -38.1% | +32.8% | -2.0% |
| YTD | -49.2% | -18.8% | -30.5% | -51.4% |
| 1Y | -57.4% | -19.5% | -37.8% | -59.1% |
| All | -83.6% | -6.9% | -76.7% | -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