+2,054.3%
FLUT vs CCJ
+4,196.7%
-2,142.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +0.7% | -2.4% | -1.7% |
| 30D | +7.7% | +6.9% | +0.9% | +7.1% |
| 3M | -0.7% | -11.6% | +10.9% | 0.0% |
| 6M | -11.2% | -16.2% | +5.1% | -10.5% |
| YTD | -53.4% | +10.1% | -63.6% | -54.3% |
| 1Y | -65.8% | +32.3% | -98.0% | -67.1% |
| 3Y | -44.9% | +171.3% | -216.2% | -50.8% |
| 5Y | -49.7% | +372.4% | -422.1% | -57.2% |
| 10Y | -9.7% | +1,070.0% | -1,079.7% | -27.5% |
| All | +2,054.3% | +4,196.7% | -2,142.4% | +1,573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling