-23.6%
FPS vs CCJ
-35.3%
+11.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.4% | -6.4% | -6.6% |
| 7D | +21.6% | +5.0% | +16.6% | +17.8% |
| 30D | -38.8% | -16.7% | -22.1% | -26.6% |
| 3M | -42.1% | -27.5% | -14.6% | -23.4% |
| 6M | -48.5% | -38.6% | -9.9% | -25.3% |
| All | -23.6% | -35.3% | +11.7% | +1.9% |
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 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