+12,471.5%
FIX vs CCJ
+2,326.5%
+10,145.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | -7.2% | +6.9% | -14.1% | -9.1% |
| 3M | -15.9% | -11.6% | -4.2% | -13.0% |
| 6M | +12.7% | -16.2% | +29.0% | +18.2% |
| YTD | +72.8% | +10.1% | +62.7% | +67.8% |
| 1Y | +122.9% | +32.3% | +90.6% | +104.2% |
| 3Y | +774.3% | +171.3% | +603.0% | +556.5% |
| 5Y | +2,049.5% | +372.4% | +1,677.1% | +1,229.7% |
| 10Y | +5,821.5% | +1,070.0% | +4,751.4% | +2,487.3% |
| All | +12,471.5% | +2,326.5% | +10,145.0% | +5,160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling