+169.4%
CCJ vs SPXS
-79.5%
+248.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -0.8% |
| 7D | +4.2% | +1.2% | +2.9% | +4.9% |
| 30D | +3.2% | +5.2% | -2.0% | +6.1% |
| 3M | -1.8% | -9.2% | +7.3% | -4.7% |
| 6M | -13.5% | -29.6% | +16.0% | -23.6% |
| YTD | +9.7% | -27.6% | +37.4% | -0.8% |
| 1Y | +30.0% | -36.7% | +66.7% | +12.7% |
| All | +169.4% | -79.5% | +248.9% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling