+2,311.3%
FLEX vs CCJ
+1,117.9%
+1,193.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -1.5% |
| 7D | -13.6% | +0.4% | -14.1% | -13.4% |
| 30D | -36.5% | -17.2% | -19.3% | -31.6% |
| 3M | -36.4% | -25.1% | -11.3% | -29.1% |
| 6M | -46.5% | -37.6% | -8.9% | -36.4% |
| YTD | +25.9% | -20.4% | +46.3% | +37.9% |
| 1Y | +19.6% | -22.5% | +42.1% | +32.0% |
| 3Y | +287.0% | +72.5% | +214.5% | +209.9% |
| 5Y | +466.6% | +179.9% | +286.7% | +262.4% |
| 10Y | +626.9% | +772.6% | -145.7% | +169.0% |
| All | +2,311.3% | +1,117.9% | +1,193.4% | +774.5% |
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 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