+16.2%
FIX vs CCJ
-22.7%
+38.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -0.6% |
| 7D | +16.9% | +5.0% | +11.9% | +13.4% |
| 30D | -30.6% | -16.7% | -14.0% | -21.8% |
| 3M | -35.1% | -27.5% | -7.6% | -20.8% |
| 6M | -44.0% | -38.6% | -5.4% | -25.3% |
| YTD | +21.0% | -21.5% | +42.6% | +27.0% |
| 1Y | +16.2% | -22.3% | +38.5% | +22.4% |
| All | +16.2% | -22.7% | +38.8% | +22.4% |
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 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