+1,892.9%
SPY vs CCJ
+1,099.6%
+793.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.1% | +0.3% |
| 7D | +3.3% | +5.0% | -1.8% | +2.3% |
| 30D | -2.7% | -16.7% | +14.0% | +0.6% |
| 3M | -1.7% | -27.5% | +25.8% | +4.0% |
| 6M | +3.1% | -38.6% | +41.7% | +12.2% |
| YTD | +11.9% | -21.5% | +33.4% | +14.9% |
| 1Y | +12.0% | -22.3% | +34.3% | +14.9% |
| 3Y | +78.2% | +69.9% | +8.3% | +50.3% |
| 5Y | +73.2% | +163.6% | -90.3% | +29.0% |
| 10Y | +309.6% | +782.3% | -472.6% | +116.1% |
| All | +1,892.9% | +1,099.6% | +793.3% | +847.9% |
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 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