-57.0%
FIG vs CCJ
-22.7%
-34.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | -0.1% |
| 7D | +2.6% | +5.0% | -2.4% | +2.4% |
| 30D | -13.1% | -16.7% | +3.6% | -12.9% |
| 3M | -20.3% | -27.5% | +7.2% | -20.1% |
| 6M | -2.1% | -38.6% | +36.5% | +0.3% |
| YTD | -49.4% | -21.5% | -27.8% | -55.9% |
| 1Y | -57.0% | -22.3% | -34.7% | -62.1% |
| All | -57.0% | -22.7% | -34.3% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling