+256.8%
FLEX vs CCJ
+69.7%
+187.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.2% | +2.5% |
| 7D | -19.3% | -7.3% | -12.0% | -16.2% |
| 30D | -41.5% | -20.0% | -21.6% | -34.7% |
| 3M | -43.1% | -23.8% | -19.3% | -35.2% |
| 6M | -48.2% | -42.4% | -5.8% | -33.8% |
| YTD | +15.5% | -22.1% | +37.6% | +32.6% |
| 1Y | +10.2% | -20.8% | +31.0% | +25.8% |
| 3Y | +256.8% | +75.7% | +181.1% | +206.5% |
| All | +256.8% | +69.7% | +187.1% | +206.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling