+6,275.9%
CCJ vs SPYG
+561.6%
+5,714.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | +5.9% | +1.2% | +4.7% | +4.9% |
| 30D | +4.7% | -1.6% | +6.3% | +6.1% |
| 3M | -3.3% | +3.4% | -6.6% | -5.6% |
| 6M | -7.0% | +18.9% | -25.9% | -18.4% |
| YTD | +11.5% | +13.8% | -2.3% | +1.7% |
| 1Y | +32.3% | +20.6% | +11.7% | +15.7% |
| 3Y | +176.8% | +100.5% | +76.3% | +64.2% |
| 5Y | +351.8% | +84.6% | +267.2% | +187.3% |
| 10Y | +1,080.5% | +410.8% | +669.7% | +236.2% |
| All | +6,275.9% | +561.6% | +5,714.3% | +802.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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