+70.9%
CCJ vs SPG
+137.4%
-66.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +3.7% | +2.7% | +0.9% | +3.0% |
| 30D | -13.7% | +16.6% | -30.3% | -17.0% |
| 3M | -24.7% | +8.1% | -32.8% | -26.2% |
| 6M | -38.1% | +19.3% | -57.5% | -41.4% |
| YTD | -18.8% | +31.1% | -49.8% | -25.5% |
| 1Y | -19.5% | +32.8% | -52.3% | -26.5% |
| All | +70.9% | +137.4% | -66.4% | +29.9% |
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 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