+376.5%
FIS vs CCJ
+3,337.6%
-2,961.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -2.2% | +6.9% | -9.1% | -3.5% |
| 3M | +2.1% | -11.6% | +13.8% | +3.6% |
| 6M | -14.7% | -16.2% | +1.5% | -13.3% |
| YTD | -35.7% | +10.1% | -45.8% | -38.3% |
| 1Y | -37.1% | +32.3% | -69.3% | -42.4% |
| 3Y | -20.0% | +171.3% | -191.3% | -38.7% |
| 5Y | -62.1% | +372.4% | -434.5% | -75.0% |
| 10Y | -37.4% | +1,070.0% | -1,107.4% | -68.7% |
| All | +376.5% | +3,337.6% | -2,961.1% | +88.5% |
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