+98.5%
FLEX vs CCJ
+31.2%
+67.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | -10.1% | +6.9% | -17.0% | -13.4% |
| 3M | -31.3% | -11.6% | -19.7% | -27.8% |
| 6M | +71.3% | -16.2% | +87.5% | +82.4% |
| YTD | +81.2% | +10.1% | +71.1% | +81.5% |
| 1Y | +98.5% | +32.3% | +66.2% | +93.6% |
| All | +98.5% | +31.2% | +67.3% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling