+334.3%
SPGI vs CCJ
+859.4%
-525.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | 0.0% |
| 7D | -0.9% | +2.7% | -3.6% | -1.2% |
| 30D | +15.5% | -14.4% | +29.9% | +17.7% |
| 3M | +15.7% | -22.6% | +38.3% | +19.2% |
| 6M | +19.1% | -35.4% | +54.5% | +25.1% |
| YTD | -4.1% | -17.6% | +13.6% | -3.8% |
| 1Y | +1.2% | -18.1% | +19.3% | +1.4% |
| 3Y | +31.6% | +79.6% | -48.0% | +11.1% |
| 5Y | +12.4% | +175.3% | -162.8% | -14.8% |
| 10Y | +334.3% | +844.8% | -510.5% | +142.7% |
| All | +334.3% | +859.4% | -525.1% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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