+231.7%
SPOT vs CCJ
+172.7%
+59.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | -6.5% | +4.2% | -10.7% | -7.2% |
| 30D | +2.2% | +3.2% | -1.0% | +1.4% |
| 3M | +5.4% | -1.8% | +7.2% | +5.2% |
| 6M | -4.0% | -13.5% | +9.5% | -2.3% |
| YTD | -9.9% | +9.7% | -19.7% | -13.6% |
| 1Y | -27.3% | +30.0% | -57.3% | -34.2% |
| All | +231.7% | +172.7% | +59.1% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling