-22.6%
FPS vs CCJ
-35.4%
+12.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.2% | -16.1% | -16.3% |
| 7D | -23.3% | -14.5% | -8.8% | -12.4% |
| 30D | -42.4% | -18.1% | -24.4% | -31.3% |
| 3M | -43.0% | -23.0% | -20.0% | -29.5% |
| 6M | -44.5% | -39.4% | -5.1% | -20.3% |
| All | -22.6% | -35.4% | +12.8% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling