-25.6%
FLUT vs CCJ
+802.9%
-828.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +3.4% | -17.2% | +20.7% | +5.4% |
| 3M | -12.5% | -25.1% | +12.6% | -9.9% |
| 6M | -18.5% | -37.6% | +19.1% | -14.6% |
| YTD | -61.6% | -20.4% | -41.3% | -61.5% |
| 1Y | -64.1% | -22.5% | -41.6% | -63.8% |
| 3Y | -44.5% | +72.5% | -116.9% | -51.0% |
| 5Y | -51.3% | +179.9% | -231.2% | -60.4% |
| 10Y | -25.6% | +772.6% | -798.2% | -35.7% |
| All | -25.6% | +802.9% | -828.5% | -35.7% |
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