+342.9%
CCJ vs SPXU
-85.9%
+428.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.9% |
| 7D | +4.2% | +1.3% | +2.9% | +4.9% |
| 30D | +3.2% | +5.1% | -1.9% | +5.8% |
| 3M | -1.8% | -9.1% | +7.3% | -4.5% |
| 6M | -13.5% | -29.6% | +16.0% | -23.1% |
| YTD | +9.7% | -27.7% | +37.4% | -0.2% |
| 1Y | +30.0% | -37.0% | +67.0% | +13.2% |
| 3Y | +172.6% | -80.2% | +252.8% | +69.7% |
| 5Y | +342.9% | -86.0% | +429.0% | +208.6% |
| All | +342.9% | -85.9% | +428.8% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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