+169.4%
CCJ vs SPY
+76.5%
+92.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.9% |
| 7D | +4.2% | -0.4% | +4.5% | +4.8% |
| 30D | +3.2% | -1.4% | +4.6% | +5.4% |
| 3M | -1.8% | +3.7% | -5.5% | -6.3% |
| 6M | -13.5% | +13.0% | -26.5% | -25.9% |
| YTD | +9.7% | +12.4% | -2.6% | -4.9% |
| 1Y | +30.0% | +18.5% | +11.5% | +6.1% |
| All | +169.4% | +76.5% | +92.9% | +56.0% |
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