-49.4%
FIX vs CCJ
-39.4%
-10.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.1% | +2.5% |
| 7D | -17.5% | -7.3% | -10.2% | -13.2% |
| 30D | -41.6% | -20.0% | -21.6% | -32.7% |
| 3M | -40.6% | -23.8% | -16.8% | -30.2% |
| 6M | -49.4% | -42.4% | -7.0% | -32.0% |
| All | -49.4% | -39.4% | -10.0% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling