+377.3%
CCJ vs SPXU
-100.0%
+477.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +6.9% | +0.8% | +6.0% | +7.5% |
| 3M | -11.6% | -4.7% | -6.9% | -11.7% |
| 6M | -16.2% | -29.6% | +13.4% | -24.0% |
| YTD | +10.1% | -29.9% | +40.0% | +0.5% |
| 1Y | +32.3% | -39.1% | +71.3% | +16.1% |
| 3Y | +171.3% | -80.0% | +251.3% | +79.4% |
| 5Y | +372.4% | -86.0% | +458.4% | +229.1% |
| 10Y | +1,070.0% | -99.5% | +1,169.6% | +222.6% |
| All | +377.3% | -100.0% | +477.3% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling