+1,027.6%
FIX vs CCJ
+159.0%
+868.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +9.4% | -0.8% | +10.2% | +9.9% |
| 30D | -27.8% | -13.2% | -14.6% | -23.1% |
| 3M | -35.6% | -27.6% | -7.9% | -26.5% |
| 6M | -45.2% | -38.7% | -6.5% | -33.5% |
| YTD | +19.5% | -22.7% | +42.2% | +32.6% |
| 1Y | +24.2% | -17.6% | +41.8% | +34.9% |
| 3Y | +494.2% | +62.7% | +431.5% | +398.3% |
| All | +1,027.6% | +159.0% | +868.6% | +697.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling