+766.3%
CCJ vs SPY
+308.5%
+457.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.0% |
| 7D | +5.0% | +3.3% | +1.8% | +1.6% |
| 30D | -16.7% | -2.7% | -14.0% | -13.9% |
| 3M | -27.5% | -1.7% | -25.8% | -25.7% |
| 6M | -38.6% | +3.1% | -41.7% | -39.8% |
| YTD | -21.5% | +11.9% | -33.4% | -28.9% |
| 1Y | -22.3% | +12.0% | -34.3% | -29.4% |
| 3Y | +69.9% | +78.2% | -8.3% | -0.6% |
| 5Y | +163.6% | +73.2% | +90.3% | +59.4% |
| All | +766.3% | +308.5% | +457.8% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling