+3,574.0%
FIX vs CCJ
+767.8%
+2,806.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +0.4% |
| 7D | -13.9% | +0.4% | -14.4% | -13.8% |
| 30D | -35.5% | -17.2% | -18.3% | -31.4% |
| 3M | -33.9% | -25.1% | -8.8% | -27.7% |
| 6M | -43.3% | -37.6% | -5.7% | -34.6% |
| YTD | +18.7% | -20.4% | +39.0% | +27.7% |
| 1Y | +13.8% | -22.5% | +36.3% | +23.5% |
| 3Y | +495.0% | +72.5% | +422.5% | +417.0% |
| 5Y | +1,049.0% | +179.9% | +869.2% | +771.4% |
| All | +3,574.0% | +767.8% | +2,806.2% | +1,839.4% |
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