-49.2%
FLUT vs CCJ
+346.5%
-395.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +3.8% | +5.9% | -2.1% | +2.8% |
| 30D | +6.3% | +4.7% | +1.6% | +5.3% |
| 3M | -4.0% | -3.3% | -0.8% | -4.0% |
| 6M | -10.3% | -7.0% | -3.3% | -10.6% |
| YTD | -53.2% | +11.5% | -64.6% | -55.5% |
| 1Y | -65.0% | +32.3% | -97.3% | -68.4% |
| 3Y | -43.9% | +176.8% | -220.7% | -59.5% |
| 5Y | -49.2% | +351.8% | -401.0% | -69.6% |
| All | -49.2% | +346.5% | -395.8% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling