+699.6%
CCJ vs SPMO
+575.8%
+123.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | +5.9% | +3.4% | +2.5% | +3.0% |
| 30D | +4.7% | +0.5% | +4.2% | +4.2% |
| 3M | -3.3% | +1.9% | -5.2% | -5.5% |
| 6M | -7.0% | +27.8% | -34.8% | -24.6% |
| YTD | +11.5% | +26.7% | -15.2% | -8.7% |
| 1Y | +32.3% | +28.9% | +3.4% | +7.5% |
| 3Y | +176.8% | +160.7% | +16.2% | +32.8% |
| 5Y | +351.8% | +150.2% | +201.6% | +125.1% |
| 10Y | +1,080.5% | +517.5% | +563.0% | +296.5% |
| All | +699.6% | +575.8% | +123.8% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling