+9.7%
FPS vs CCJ
-12.9%
+22.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.7% | +9.5% |
| 7D | +1.5% | -4.0% | +5.5% | +4.8% |
| 30D | -16.9% | -2.4% | -14.5% | -15.6% |
| 3M | -45.3% | -2.3% | -43.0% | -44.9% |
| 6M | -10.3% | -16.2% | +5.9% | -3.5% |
| All | +9.7% | -12.9% | +22.6% | +12.3% |
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