-16.1%
SPGI vs CCJ
+33.1%
-49.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.2% |
| 7D | -2.5% | +5.9% | -8.4% | -2.3% |
| 30D | +5.4% | +4.7% | +0.7% | +5.6% |
| 3M | +9.0% | -3.3% | +12.3% | +9.1% |
| 6M | +0.8% | -7.0% | +7.8% | +1.0% |
| YTD | -12.6% | +11.5% | -24.0% | -11.9% |
| 1Y | -16.1% | +32.3% | -48.4% | -15.6% |
| All | -16.1% | +33.1% | -49.2% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling