+104.7%
FLEX vs CCJ
+33.1%
+71.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.8% |
| 7D | +7.0% | +5.9% | +1.0% | +3.8% |
| 30D | -5.8% | +4.7% | -10.5% | -8.2% |
| 3M | -24.2% | -3.3% | -20.9% | -23.5% |
| 6M | +90.8% | -7.0% | +97.8% | +96.1% |
| YTD | +89.2% | +11.5% | +77.7% | +88.3% |
| 1Y | +104.7% | +32.3% | +72.4% | +98.3% |
| All | +104.7% | +33.1% | +71.6% | +98.3% |
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