+14.8%
SPYM vs CCJ
-26.2%
+41.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -0.7% | -14.5% | +13.8% | +1.6% |
| 30D | -1.1% | -18.1% | +17.0% | +1.8% |
| 3M | -0.3% | -23.0% | +22.7% | +3.3% |
| 6M | +7.3% | -39.4% | +46.7% | +14.5% |
| YTD | +13.4% | -21.7% | +35.0% | +14.6% |
| 1Y | +14.8% | -25.9% | +40.8% | +17.2% |
| All | +14.8% | -26.2% | +41.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling