-25.9%
CCJ vs SPY
+14.6%
-40.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -5.1% |
| 7D | -14.5% | -0.7% | -13.8% | -12.9% |
| 30D | -18.1% | -1.0% | -17.0% | -15.6% |
| 3M | -23.0% | -0.3% | -22.7% | -21.8% |
| 6M | -39.4% | +7.3% | -46.7% | -47.6% |
| YTD | -21.7% | +13.3% | -35.0% | -39.4% |
| 1Y | -25.9% | +14.8% | -40.7% | -44.4% |
| All | -25.9% | +14.6% | -40.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling