+14.4%
FIX vs CCJ
-26.2%
+40.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.2% | -13.9% | -14.3% |
| 7D | -18.9% | -14.5% | -4.4% | -10.5% |
| 30D | -36.3% | -18.1% | -18.2% | -27.7% |
| 3M | -38.5% | -23.0% | -15.5% | -28.3% |
| 6M | -42.3% | -39.4% | -2.9% | -23.1% |
| YTD | +17.1% | -21.7% | +38.8% | +24.3% |
| 1Y | +14.4% | -25.9% | +40.3% | +25.5% |
| All | +14.4% | -26.2% | +40.6% | +25.5% |
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 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