+305.8%
SPY vs CCJ
+767.8%
-462.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -3.7% | -17.2% | +13.6% | -0.9% |
| 3M | -2.7% | -25.1% | +22.4% | +1.4% |
| 6M | +2.2% | -37.6% | +39.8% | +9.3% |
| YTD | +10.8% | -20.4% | +31.2% | +13.0% |
| 1Y | +11.2% | -22.5% | +33.8% | +13.7% |
| 3Y | +76.5% | +72.5% | +4.0% | +52.6% |
| 5Y | +72.9% | +179.9% | -106.9% | +33.8% |
| All | +305.8% | +767.8% | -462.0% | +142.1% |
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 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