+494.2%
FIX vs CCJ
+67.4%
+426.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | +9.4% | -0.8% | +10.2% | +10.1% |
| 30D | -27.8% | -13.2% | -14.6% | -21.8% |
| 3M | -35.6% | -27.6% | -7.9% | -23.9% |
| 6M | -45.2% | -38.7% | -6.5% | -30.1% |
| YTD | +19.5% | -22.7% | +42.2% | +34.9% |
| 1Y | +24.2% | -17.6% | +41.8% | +36.2% |
| 3Y | +494.2% | +62.7% | +431.5% | +349.7% |
| All | +494.2% | +67.4% | +426.8% | +349.7% |
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