+828.4%
SPYM vs CCJ
+407.3%
+421.1%
-54.5%
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% | +13.7% | +4.0% |
| 6M | +13.1% | -16.2% | +29.3% | +15.7% |
| YTD | +13.6% | +10.1% | +3.5% | +9.6% |
| 1Y | +20.1% | +32.3% | -12.2% | +10.4% |
| 3Y | +77.6% | +171.3% | -93.7% | +36.3% |
| 5Y | +82.5% | +372.4% | -289.8% | +19.8% |
| 10Y | +317.6% | +1,070.0% | -752.4% | +104.3% |
| All | +828.4% | +407.3% | +421.1% | +396.0% |
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