-27.0%
FIS vs CCJ
-34.9%
+7.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +7.0% |
| 7D | +1.5% | +3.7% | -2.2% | +2.1% |
| 30D | -11.8% | -13.7% | +1.9% | -13.4% |
| 3M | -28.5% | -24.7% | -3.8% | -31.1% |
| 6M | -27.0% | -38.1% | +11.1% | -29.3% |
| All | -27.0% | -34.9% | +7.9% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling