+65.1%
CCJ vs SPY
+78.7%
-13.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.9% |
| 7D | +5.0% | +3.3% | +1.8% | +0.2% |
| 30D | -16.7% | -2.7% | -14.0% | -12.9% |
| 3M | -27.5% | -1.7% | -25.8% | -25.1% |
| 6M | -38.6% | +3.1% | -41.7% | -40.4% |
| YTD | -21.5% | +11.9% | -33.4% | -31.5% |
| 1Y | -22.3% | +12.0% | -34.3% | -32.0% |
| All | +65.1% | +78.7% | -13.6% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling