-42.7%
FIS vs CCJ
+29.0%
-71.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.5% |
| 7D | -9.1% | +4.2% | -13.3% | -8.8% |
| 30D | -10.4% | +3.2% | -13.6% | -10.2% |
| 3M | -3.7% | -1.8% | -1.9% | -3.4% |
| 6M | -24.8% | -13.5% | -11.2% | -24.8% |
| YTD | -41.6% | +9.7% | -51.3% | -41.1% |
| 1Y | -42.7% | +30.0% | -72.7% | -41.8% |
| All | -42.7% | +29.0% | -71.8% | -41.8% |
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