+1,099.6%
CCJ vs SPY
+1,898.7%
-799.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.1% |
| 7D | +5.0% | +3.3% | +1.8% | +2.0% |
| 30D | -16.7% | -2.7% | -14.0% | -14.2% |
| 3M | -27.5% | -1.7% | -25.8% | -25.9% |
| 6M | -38.6% | +3.1% | -41.7% | -39.7% |
| YTD | -21.5% | +11.9% | -33.4% | -28.0% |
| 1Y | -22.3% | +12.0% | -34.3% | -28.5% |
| 3Y | +69.9% | +78.2% | -8.3% | +4.2% |
| 5Y | +163.6% | +73.2% | +90.3% | +68.8% |
| 10Y | +782.3% | +309.6% | +472.6% | +162.9% |
| All | +1,099.6% | +1,898.7% | -799.1% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling