-40.9%
FIS vs CCJ
+1,078.9%
-1,119.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -9.1% | +4.2% | -13.3% | -9.5% |
| 30D | -10.4% | +3.2% | -13.6% | -10.9% |
| 3M | -3.7% | -1.8% | -1.9% | -3.8% |
| 6M | -24.8% | -13.5% | -11.2% | -24.1% |
| YTD | -41.6% | +9.7% | -51.3% | -43.3% |
| 1Y | -42.7% | +30.0% | -72.7% | -46.4% |
| 3Y | -26.2% | +172.6% | -198.8% | -40.4% |
| 5Y | -66.1% | +342.9% | -409.1% | -75.4% |
| 10Y | -40.9% | +1,099.7% | -1,140.6% | -61.9% |
| All | -40.9% | +1,078.9% | -1,119.7% | -61.9% |
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