+17.3%
SPGI vs CCJ
-39.4%
+56.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -0.6% |
| 7D | +0.3% | -7.3% | +7.6% | -0.3% |
| 30D | +18.4% | -20.0% | +38.3% | +16.4% |
| 3M | +15.7% | -23.8% | +39.5% | +13.3% |
| 6M | +17.3% | -42.4% | +59.7% | +12.4% |
| All | +17.3% | -39.4% | +56.6% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling