+29.9%
SPGI vs CCJ
+67.4%
-37.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +15.9% | -13.2% | +29.1% | +16.4% |
| 3M | +12.3% | -27.6% | +39.9% | +13.5% |
| 6M | +23.7% | -38.7% | +62.4% | +25.9% |
| YTD | -3.5% | -22.7% | +19.1% | -3.7% |
| 1Y | +0.4% | -17.6% | +18.0% | -0.3% |
| 3Y | +29.9% | +62.7% | -32.8% | +17.0% |
| All | +29.9% | +67.4% | -37.5% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling