-45.3%
FLUT vs CCJ
+67.4%
-112.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +9.3% | -13.2% | +22.4% | +10.4% |
| 3M | -17.5% | -27.6% | +10.2% | -15.3% |
| 6M | -14.6% | -38.7% | +24.1% | -10.9% |
| YTD | -62.3% | -22.7% | -39.6% | -62.5% |
| 1Y | -59.6% | -17.6% | -42.1% | -60.4% |
| 3Y | -45.3% | +62.7% | -108.0% | -52.9% |
| All | -45.3% | +67.4% | -112.7% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling