-80.3%
FIG vs CCJ
+27.8%
-108.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -5.7% |
| 7D | -16.4% | +5.9% | -22.3% | -16.6% |
| 30D | -2.3% | +4.7% | -7.0% | -2.5% |
| 3M | +7.8% | -3.3% | +11.1% | +8.6% |
| 6M | -21.8% | -7.0% | -14.8% | -21.6% |
| YTD | -39.1% | +11.5% | -50.6% | -42.4% |
| 1Y | -56.6% | +32.3% | -88.9% | -61.7% |
| All | -80.3% | +27.8% | -108.1% | -82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling