-10.4%
FLUT vs CCJ
+1,110.5%
-1,120.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.2% |
| 7D | -2.6% | +4.2% | -6.8% | -3.1% |
| 30D | +5.4% | +3.2% | +2.2% | +4.9% |
| 3M | -10.8% | -1.8% | -8.9% | -10.9% |
| 6M | -9.2% | -13.5% | +4.3% | -8.5% |
| YTD | -53.8% | +9.7% | -63.6% | -55.1% |
| 1Y | -66.0% | +30.0% | -96.0% | -67.9% |
| 3Y | -44.7% | +172.6% | -217.3% | -53.6% |
| 5Y | -50.6% | +342.9% | -393.5% | -61.3% |
| All | -10.4% | +1,110.5% | -1,120.9% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling