-53.7%
FIS vs CCJ
-22.9%
-30.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.0% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | -16.7% | -13.2% | -3.5% | -17.8% |
| 3M | -32.3% | -27.6% | -4.6% | -34.1% |
| 6M | -29.1% | -38.7% | +9.6% | -31.1% |
| YTD | -54.1% | -22.7% | -31.4% | -55.6% |
| 1Y | -53.7% | -17.6% | -36.1% | -55.2% |
| All | -53.7% | -22.9% | -30.9% | -55.2% |
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