+1,051.1%
FIX vs CCJ
+166.4%
+884.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.5% |
| 7D | +16.9% | +5.0% | +11.9% | +14.8% |
| 30D | -30.6% | -16.7% | -14.0% | -24.9% |
| 3M | -35.1% | -27.5% | -7.6% | -26.0% |
| 6M | -44.0% | -38.6% | -5.4% | -32.1% |
| YTD | +21.0% | -21.5% | +42.6% | +33.5% |
| 1Y | +16.2% | -22.3% | +38.5% | +28.7% |
| 3Y | +506.9% | +69.9% | +437.0% | +402.5% |
| 5Y | +1,051.1% | +163.6% | +887.5% | +713.2% |
| All | +1,051.1% | +166.4% | +884.7% | +713.2% |
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