+1,583.6%
CCJ vs SPG
+4,326.6%
-2,742.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | +6.9% | -6.8% | +13.7% | +9.3% |
| 3M | -11.6% | +2.7% | -14.3% | -12.8% |
| 6M | -16.2% | +5.5% | -21.7% | -18.0% |
| YTD | +10.1% | +15.7% | -5.6% | +4.2% |
| 1Y | +32.3% | +20.9% | +11.4% | +23.0% |
| 3Y | +171.3% | +112.4% | +58.9% | +107.6% |
| 5Y | +372.4% | +101.4% | +271.0% | +265.9% |
| 10Y | +1,070.0% | +60.6% | +1,009.4% | +773.2% |
| All | +1,583.6% | +4,326.6% | -2,742.9% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling