+303.7%
CCJ vs SPMO
+145.0%
+158.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.1% | -0.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -1.3% | -0.7% | -0.6% | -0.6% |
| 3M | +2.5% | +2.8% | -0.3% | -2.8% |
| 6M | -18.9% | +24.4% | -43.3% | -39.0% |
| YTD | +6.5% | +24.2% | -17.7% | -19.4% |
| 1Y | +22.8% | +24.5% | -1.7% | -6.7% |
| 3Y | +164.5% | +155.6% | +8.9% | -17.6% |
| 5Y | +303.7% | +148.2% | +155.5% | +36.2% |
| All | +303.7% | +145.0% | +158.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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