+311.1%
SPOT vs CCJ
+683.5%
-372.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.7% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +16.9% | -13.2% | +30.1% | +20.4% |
| 3M | +23.0% | -27.6% | +50.6% | +31.8% |
| 6M | +42.2% | -38.7% | +80.9% | +57.7% |
| YTD | +5.5% | -22.7% | +28.2% | +7.6% |
| 1Y | -5.1% | -17.6% | +12.5% | -5.2% |
| 3Y | +257.9% | +62.7% | +195.2% | +172.6% |
| 5Y | +118.4% | +159.7% | -41.4% | +36.4% |
| All | +311.1% | +683.5% | -372.3% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling