-0.3%
SPOT vs CCJ
-26.2%
+25.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.6% |
| 7D | +16.6% | -14.5% | +31.1% | +16.3% |
| 30D | +29.9% | -18.1% | +48.0% | +29.7% |
| 3M | +31.3% | -23.0% | +54.3% | +31.0% |
| 6M | +43.2% | -39.4% | +82.6% | +45.7% |
| YTD | +8.1% | -21.7% | +29.7% | +7.4% |
| 1Y | -0.3% | -25.9% | +25.6% | -0.8% |
| All | -0.3% | -26.2% | +25.9% | -0.8% |
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