+82.6%
SPYM vs CCJ
+326.6%
-244.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | -2.0% | -3.2% | +1.2% | -1.5% |
| 30D | -1.6% | -1.3% | -0.3% | -1.6% |
| 3M | +4.7% | +2.5% | +2.2% | +4.0% |
| 6M | +12.6% | -18.9% | +31.4% | +15.3% |
| YTD | +11.8% | +6.5% | +5.3% | +9.0% |
| 1Y | +17.5% | +22.8% | -5.3% | +10.8% |
| 3Y | +77.0% | +164.5% | -87.5% | +40.4% |
| 5Y | +82.6% | +303.7% | -221.1% | +29.9% |
| All | +82.6% | +326.6% | -244.0% | +29.9% |
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 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