+811.4%
SPYM vs CCJ
+256.2%
+555.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -2.0% | -13.2% | +11.2% | +0.6% |
| 3M | -2.8% | -27.6% | +24.9% | +3.0% |
| 6M | +2.2% | -38.7% | +40.9% | +11.2% |
| YTD | +11.5% | -22.7% | +34.2% | +14.8% |
| 1Y | +13.5% | -17.6% | +31.1% | +15.2% |
| 3Y | +78.0% | +62.7% | +15.3% | +51.0% |
| 5Y | +73.1% | +159.7% | -86.6% | +28.5% |
| 10Y | +310.9% | +769.3% | -458.5% | +112.4% |
| All | +811.4% | +256.2% | +555.2% | +419.6% |
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