-23.6%
FIS vs CCJ
+174.2%
-197.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -5.9% |
| 7D | -3.5% | +5.9% | -9.4% | -3.5% |
| 30D | -7.8% | +4.7% | -12.5% | -7.9% |
| 3M | +0.8% | -3.3% | +4.1% | +1.0% |
| 6M | -21.9% | -7.0% | -14.9% | -21.8% |
| YTD | -39.5% | +11.5% | -50.9% | -40.2% |
| 1Y | -41.0% | +32.3% | -73.3% | -42.6% |
| 3Y | -23.6% | +176.8% | -200.4% | -32.8% |
| All | -23.6% | +174.2% | -197.9% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling