+247.6%
FIS vs CCJ
+2,436.0%
-2,188.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.4% |
| 7D | +1.5% | +3.7% | -2.2% | +0.8% |
| 30D | -11.8% | -13.7% | +1.9% | -9.9% |
| 3M | -28.5% | -24.7% | -3.8% | -25.5% |
| 6M | -27.0% | -38.1% | +11.1% | -21.8% |
| YTD | -53.1% | -18.8% | -34.3% | -52.8% |
| 1Y | -52.8% | -19.5% | -33.2% | -52.6% |
| 3Y | -37.5% | +75.9% | -113.4% | -48.4% |
| 5Y | -71.1% | +173.1% | -244.2% | -78.9% |
| 10Y | -52.0% | +813.5% | -865.5% | -75.1% |
| All | +247.6% | +2,436.0% | -2,188.4% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling