+448.7%
FIX vs CCJ
+69.7%
+379.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.1% | +3.2% |
| 7D | -17.5% | -7.3% | -10.2% | -13.9% |
| 30D | -41.6% | -20.0% | -21.6% | -34.2% |
| 3M | -40.6% | -23.8% | -16.8% | -31.8% |
| 6M | -49.4% | -42.4% | -7.0% | -33.6% |
| YTD | +9.2% | -22.1% | +31.2% | +22.6% |
| 1Y | +6.5% | -20.8% | +27.3% | +18.8% |
| 3Y | +448.7% | +75.7% | +373.0% | +312.8% |
| All | +448.7% | +69.7% | +379.0% | +312.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling