+18.5%
SPY vs CCJ
+29.0%
-10.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -0.4% | +4.2% | -4.5% | -0.8% |
| 30D | -1.4% | +3.2% | -4.6% | -1.8% |
| 3M | +3.7% | -1.8% | +5.5% | +3.6% |
| 6M | +13.0% | -13.5% | +26.5% | +13.8% |
| YTD | +12.4% | +9.7% | +2.6% | +11.0% |
| 1Y | +18.5% | +30.0% | -11.5% | +16.3% |
| All | +18.5% | +29.0% | -10.5% | +16.3% |
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