-43.9%
FLUT vs CCJ
+174.2%
-218.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +3.8% | +5.9% | -2.1% | +3.3% |
| 30D | +6.3% | +4.7% | +1.6% | +5.7% |
| 3M | -4.0% | -3.3% | -0.8% | -3.9% |
| 6M | -10.3% | -7.0% | -3.3% | -10.5% |
| YTD | -53.2% | +11.5% | -64.6% | -54.9% |
| 1Y | -65.0% | +32.3% | -97.3% | -67.4% |
| 3Y | -43.9% | +176.8% | -220.7% | -54.1% |
| All | -43.9% | +174.2% | -218.1% | -54.1% |
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