+351.8%
CCJ vs SPY
+81.8%
+270.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +2.0% |
| 7D | +5.9% | +0.5% | +5.4% | +5.2% |
| 30D | +4.7% | -0.9% | +5.6% | +6.1% |
| 3M | -3.3% | +3.9% | -7.2% | -7.7% |
| 6M | -7.0% | +14.5% | -21.6% | -21.1% |
| YTD | +11.5% | +12.9% | -1.5% | -3.3% |
| 1Y | +32.3% | +19.4% | +12.9% | +7.6% |
| 3Y | +176.8% | +78.5% | +98.4% | +39.5% |
| 5Y | +351.8% | +81.8% | +270.0% | +134.9% |
| All | +351.8% | +81.8% | +270.0% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling