+823.0%
CCJ vs SPXS
-100.0%
+923.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.9% |
| 7D | +5.9% | -1.5% | +7.5% | +5.3% |
| 30D | +4.7% | +3.7% | +1.0% | +6.4% |
| 3M | -3.3% | -9.6% | +6.3% | -5.7% |
| 6M | -7.0% | -32.4% | +25.4% | -17.3% |
| YTD | +11.5% | -28.7% | +40.1% | +2.1% |
| 1Y | +32.3% | -38.1% | +70.4% | +16.4% |
| 3Y | +176.8% | -80.1% | +257.0% | +79.8% |
| 5Y | +351.8% | -85.9% | +437.7% | +211.4% |
| 10Y | +1,080.5% | -99.5% | +1,180.0% | +206.4% |
| All | +823.0% | -100.0% | +923.0% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling