+3,759.0%
FIX vs CCJ
+785.0%
+2,974.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +4.4% |
| 7D | +6.4% | +3.7% | +2.8% | +5.5% |
| 30D | -29.1% | -13.7% | -15.4% | -25.5% |
| 3M | -31.1% | -24.7% | -6.4% | -24.8% |
| 6M | -42.8% | -38.1% | -4.7% | -33.9% |
| YTD | +24.6% | -18.8% | +43.4% | +33.3% |
| 1Y | +21.9% | -19.5% | +41.5% | +30.9% |
| 3Y | +524.9% | +75.9% | +449.0% | +439.9% |
| 5Y | +1,092.2% | +173.1% | +919.1% | +806.5% |
| 10Y | +3,759.0% | +813.5% | +2,945.6% | +1,925.1% |
| All | +3,759.0% | +785.0% | +2,974.0% | +1,925.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling