+2,111.1%
FLEX vs CCJ
+1,091.6%
+1,019.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.2% | +3.0% |
| 7D | -19.3% | -7.3% | -12.0% | -16.9% |
| 30D | -41.5% | -20.0% | -21.6% | -36.3% |
| 3M | -43.1% | -23.8% | -19.3% | -37.1% |
| 6M | -48.2% | -42.4% | -5.8% | -36.9% |
| YTD | +15.5% | -22.1% | +37.6% | +27.2% |
| 1Y | +10.2% | -20.8% | +31.0% | +20.7% |
| 3Y | +256.8% | +75.7% | +181.1% | +183.5% |
| 5Y | +408.2% | +167.4% | +240.7% | +229.3% |
| 10Y | +580.8% | +826.3% | -245.5% | +145.9% |
| All | +2,111.1% | +1,091.6% | +1,019.5% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling