-63.2%
FLUT vs CCJ
-26.2%
-37.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.3% |
| 7D | +4.2% | -14.5% | +18.7% | +4.0% |
| 30D | +8.0% | -18.1% | +26.1% | +8.0% |
| 3M | -22.1% | -23.0% | +0.9% | -22.1% |
| 6M | -21.7% | -39.4% | +17.7% | -20.8% |
| YTD | -62.0% | -21.7% | -40.3% | -66.3% |
| 1Y | -63.2% | -25.9% | -37.2% | -66.2% |
| All | -63.2% | -26.2% | -37.0% | -66.2% |
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