-51.1%
FIS vs CCJ
-26.2%
-24.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -1.2% | -22.5% | -23.8% |
| 7D | -18.4% | -14.5% | -3.9% | -19.6% |
| 30D | -11.4% | -18.1% | +6.7% | -12.9% |
| 3M | -32.0% | -23.0% | -9.0% | -33.5% |
| 6M | -35.6% | -39.4% | +3.8% | -37.6% |
| YTD | -53.8% | -21.7% | -32.1% | -55.1% |
| 1Y | -51.1% | -25.9% | -25.2% | -52.4% |
| All | -51.1% | -26.2% | -24.9% | -52.4% |
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 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