+3,800.0%
FIX vs CCJ
+859.4%
+2,940.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.7% | +7.6% |
| 7D | -7.2% | +2.7% | -10.0% | -7.7% |
| 30D | -35.1% | -14.4% | -20.7% | -31.6% |
| 3M | -34.3% | -22.6% | -11.7% | -28.8% |
| 6M | -42.9% | -35.4% | -7.5% | -34.9% |
| YTD | +19.5% | -17.6% | +37.1% | +27.2% |
| 1Y | +16.8% | -18.1% | +34.9% | +24.7% |
| 3Y | +506.7% | +79.6% | +427.1% | +421.0% |
| 5Y | +1,046.7% | +175.3% | +871.4% | +768.5% |
| 10Y | +3,800.0% | +844.8% | +2,955.2% | +1,904.4% |
| All | +3,800.0% | +859.4% | +2,940.5% | +1,904.4% |
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