+3,370.3%
FLEX vs CCJ
+1,583.6%
+1,786.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -10.1% | +6.9% | -17.0% | -12.3% |
| 3M | -31.3% | -11.6% | -19.7% | -28.4% |
| 6M | +71.3% | -16.2% | +87.5% | +82.2% |
| YTD | +81.2% | +10.1% | +71.1% | +75.7% |
| 1Y | +98.5% | +32.3% | +66.2% | +77.9% |
| 3Y | +428.2% | +171.3% | +256.9% | +256.1% |
| 5Y | +657.3% | +372.4% | +284.9% | +294.8% |
| 10Y | +995.9% | +1,070.0% | -74.1% | +260.8% |
| All | +3,370.3% | +1,583.6% | +1,786.7% | +1,014.4% |
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