+25.0%
FLEX vs CCJ
-26.2%
+51.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.2% | -11.1% | -11.4% |
| 7D | -17.0% | -14.5% | -2.5% | -6.7% |
| 30D | -33.8% | -18.1% | -15.8% | -23.0% |
| 3M | -39.0% | -23.0% | -16.0% | -26.4% |
| 6M | -15.9% | -39.4% | +23.5% | +18.9% |
| YTD | +27.8% | -21.7% | +49.5% | +53.4% |
| 1Y | +25.0% | -25.9% | +50.9% | +54.1% |
| All | +25.0% | -26.2% | +51.2% | +54.1% |
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