+1,060.6%
FLEX vs CCJ
+1,070.5%
-9.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.0% |
| 7D | +7.0% | +5.9% | +1.0% | +5.0% |
| 30D | -5.8% | +4.7% | -10.5% | -7.2% |
| 3M | -24.2% | -3.3% | -20.9% | -23.4% |
| 6M | +90.8% | -7.0% | +97.8% | +95.5% |
| YTD | +89.2% | +11.5% | +77.7% | +84.1% |
| 1Y | +104.7% | +32.3% | +72.4% | +87.4% |
| 3Y | +478.1% | +176.8% | +301.3% | +317.2% |
| 5Y | +726.2% | +351.8% | +374.4% | +398.8% |
| 10Y | +1,060.6% | +1,080.5% | -19.9% | +424.9% |
| All | +1,060.6% | +1,070.5% | -9.9% | +424.9% |
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