+81.8%
SPY vs CCJ
+346.5%
-264.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | +0.5% | +5.9% | -5.4% | -0.4% |
| 30D | -0.9% | +4.7% | -5.6% | -1.8% |
| 3M | +3.9% | -3.3% | +7.2% | +4.1% |
| 6M | +14.5% | -7.0% | +21.6% | +14.8% |
| YTD | +12.9% | +11.5% | +1.5% | +9.3% |
| 1Y | +19.4% | +32.3% | -12.9% | +11.1% |
| 3Y | +78.5% | +176.8% | -98.4% | +40.5% |
| 5Y | +81.8% | +351.8% | -270.0% | +27.7% |
| All | +81.8% | +346.5% | -264.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling