+73.1%
SPYM vs CCJ
+159.0%
-85.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -2.0% | -13.2% | +11.2% | +0.2% |
| 3M | -2.8% | -27.6% | +24.9% | +2.2% |
| 6M | +2.2% | -38.7% | +40.9% | +10.0% |
| YTD | +11.5% | -22.7% | +34.2% | +14.3% |
| 1Y | +13.5% | -17.6% | +31.1% | +14.8% |
| 3Y | +78.0% | +62.7% | +15.3% | +51.4% |
| All | +73.1% | +159.0% | -85.9% | +28.8% |
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