+7,621.0%
SPGI vs CCJ
+1,091.6%
+6,529.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.7% |
| 7D | +0.3% | -7.3% | +7.6% | +1.5% |
| 30D | +18.4% | -20.0% | +38.3% | +22.8% |
| 3M | +15.7% | -23.8% | +39.5% | +20.8% |
| 6M | +17.3% | -42.4% | +59.7% | +27.8% |
| YTD | -4.7% | -22.1% | +17.3% | -3.1% |
| 1Y | +1.8% | -20.8% | +22.6% | +2.9% |
| 3Y | +31.7% | +75.7% | -44.0% | +8.7% |
| 5Y | +12.1% | +167.4% | -155.4% | -18.0% |
| 10Y | +341.9% | +826.3% | -484.4% | +127.4% |
| All | +7,621.0% | +1,091.6% | +6,529.4% | +4,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling