+173.1%
CCJ vs SPG
+86.1%
+87.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +3.7% | +2.7% | +0.9% | +2.5% |
| 30D | -13.7% | +16.6% | -30.3% | -19.4% |
| 3M | -24.7% | +8.1% | -32.8% | -27.3% |
| 6M | -38.1% | +19.3% | -57.5% | -43.4% |
| YTD | -18.8% | +31.1% | -49.8% | -29.2% |
| 1Y | -19.5% | +32.8% | -52.3% | -30.3% |
| 3Y | +75.9% | +135.8% | -59.9% | +7.4% |
| 5Y | +173.1% | +85.1% | +88.0% | +94.9% |
| All | +173.1% | +86.1% | +87.0% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling