+1,099.7%
CCJ vs SPG
+59.6%
+1,040.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.9% |
| 7D | +4.2% | -1.7% | +5.8% | +4.7% |
| 30D | +3.2% | -6.3% | +9.5% | +5.0% |
| 3M | -1.8% | -2.4% | +0.6% | -1.4% |
| 6M | -13.5% | +9.6% | -23.2% | -16.1% |
| YTD | +9.7% | +14.2% | -4.5% | +5.0% |
| 1Y | +30.0% | +19.3% | +10.7% | +22.6% |
| 3Y | +172.6% | +106.7% | +65.9% | +118.6% |
| 5Y | +342.9% | +104.2% | +238.7% | +255.0% |
| 10Y | +1,099.7% | +63.7% | +1,036.1% | +905.9% |
| All | +1,099.7% | +59.6% | +1,040.2% | +905.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling