+1.7%
SPGI vs CCJ
-21.5%
+23.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.9% |
| 7D | -0.9% | +2.7% | -3.6% | -0.8% |
| 30D | +15.5% | -14.4% | +29.9% | +14.9% |
| 3M | +15.7% | -22.6% | +38.3% | +14.6% |
| 6M | +19.1% | -35.4% | +54.5% | +17.9% |
| YTD | -4.1% | -17.6% | +13.6% | -3.6% |
| All | +1.7% | -21.5% | +23.3% | +2.2% |
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