+651.7%
FLEX vs CCJ
+785.0%
-133.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.1% |
| 7D | +2.2% | +3.7% | -1.4% | +1.4% |
| 30D | -32.6% | -13.7% | -18.9% | -28.7% |
| 3M | -35.5% | -24.7% | -10.8% | -28.7% |
| 6M | -45.6% | -38.1% | -7.4% | -36.0% |
| YTD | +30.7% | -18.8% | +49.5% | +42.1% |
| 1Y | +28.4% | -19.5% | +47.9% | +39.9% |
| 3Y | +301.7% | +75.9% | +225.8% | +236.2% |
| 5Y | +473.3% | +173.1% | +300.2% | +306.2% |
| 10Y | +651.7% | +813.5% | -161.7% | +254.9% |
| All | +651.7% | +785.0% | -133.3% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling