+72.9%
SPY vs CCJ
+177.3%
-104.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -2.7% | -25.1% | +22.4% | +1.7% |
| 6M | +2.2% | -37.6% | +39.8% | +9.7% |
| 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% | +48.2% |
| All | +72.9% | +177.3% | -104.5% | +28.2% |
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