+1,922.3%
SPY vs CCJ
+1,583.6%
+338.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +0.1% | +6.9% | -6.8% | -1.4% |
| 3M | +2.0% | -11.6% | +13.6% | +3.9% |
| 6M | +13.0% | -16.2% | +29.2% | +15.6% |
| YTD | +13.5% | +10.1% | +3.4% | +9.6% |
| 1Y | +20.0% | +32.3% | -12.3% | +10.4% |
| 3Y | +77.2% | +171.3% | -94.1% | +36.6% |
| 5Y | +81.9% | +372.4% | -290.5% | +20.3% |
| 10Y | +314.1% | +1,070.0% | -756.0% | +107.2% |
| All | +1,922.3% | +1,583.6% | +338.6% | +804.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling