-22.9%
SPOT vs CCJ
+31.2%
-54.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.9% | +0.7% | -1.7% | -1.0% |
| 30D | +12.5% | +6.9% | +5.6% | +12.1% |
| 3M | +9.9% | -11.6% | +21.5% | +10.7% |
| 6M | +1.6% | -16.2% | +17.8% | +2.5% |
| YTD | -6.6% | +10.1% | -16.7% | -6.4% |
| 1Y | -22.9% | +32.3% | -55.2% | -23.5% |
| All | -22.9% | +31.2% | -54.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling