-79.1%
FIG vs CCJ
+26.2%
-105.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | +0.7% | -17.0% | -16.3% |
| 30D | -14.3% | +6.9% | -21.2% | -14.6% |
| 3M | +7.2% | -11.6% | +18.8% | +8.8% |
| 6M | -18.6% | -16.2% | -2.4% | -17.3% |
| YTD | -35.5% | +10.1% | -45.6% | -38.9% |
| 1Y | -55.8% | +32.3% | -88.1% | -61.2% |
| All | -79.1% | +26.2% | -105.4% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling