+78.5%
SPY vs CCJ
+174.2%
-95.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | +0.5% | +5.9% | -5.4% | -0.3% |
| 30D | -0.9% | +4.7% | -5.6% | -1.7% |
| 3M | +3.9% | -3.3% | +7.2% | +4.0% |
| 6M | +14.5% | -7.0% | +21.6% | +14.7% |
| YTD | +12.9% | +11.5% | +1.5% | +9.8% |
| 1Y | +19.4% | +32.3% | -12.9% | +12.1% |
| 3Y | +78.5% | +176.8% | -98.4% | +45.9% |
| All | +78.5% | +174.2% | -95.8% | +45.9% |
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