+295.5%
SPGI vs CCJ
+1,070.5%
-775.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.4% |
| 7D | -2.5% | +5.9% | -8.4% | -3.2% |
| 30D | +5.4% | +4.7% | +0.7% | +4.6% |
| 3M | +9.0% | -3.3% | +12.3% | +9.1% |
| 6M | +0.8% | -7.0% | +7.8% | +0.7% |
| YTD | -12.6% | +11.5% | -24.0% | -15.5% |
| 1Y | -16.1% | +32.3% | -48.4% | -21.9% |
| 3Y | +19.0% | +176.8% | -157.8% | -5.3% |
| 5Y | +5.1% | +351.8% | -346.7% | -25.8% |
| 10Y | +295.5% | +1,080.5% | -785.1% | +129.5% |
| All | +295.5% | +1,070.5% | -775.0% | +129.5% |
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