+252.8%
SPOT vs CCJ
+970.9%
-718.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | -3.1% | -4.0% | +1.0% | -2.1% |
| 30D | +7.4% | -2.4% | +9.8% | +7.7% |
| 3M | +8.2% | -2.3% | +10.5% | +8.0% |
| 6M | +2.2% | -16.2% | +18.4% | +5.3% |
| YTD | -9.5% | +5.7% | -15.1% | -13.9% |
| 1Y | -23.8% | +21.3% | -45.1% | -31.9% |
| 3Y | +233.5% | +159.4% | +74.1% | +124.6% |
| 5Y | +112.2% | +300.7% | -188.4% | +19.0% |
| All | +252.8% | +970.9% | -718.1% | +45.7% |
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