+176.8%
CCJ vs SPG
+112.2%
+64.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.9% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +4.7% | -4.9% | +9.7% | +6.2% |
| 3M | -3.3% | +3.3% | -6.6% | -4.9% |
| 6M | -7.0% | +11.2% | -18.2% | -10.9% |
| YTD | +11.5% | +17.1% | -5.6% | +4.7% |
| 1Y | +32.3% | +21.6% | +10.7% | +22.2% |
| 3Y | +176.8% | +111.9% | +65.0% | +92.2% |
| All | +176.8% | +112.2% | +64.7% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling