+7,220.1%
SPGI vs CCJ
+1,583.6%
+5,636.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +8.4% | +6.9% | +1.5% | +6.9% |
| 3M | +11.8% | -11.6% | +23.5% | +13.5% |
| 6M | +5.7% | -16.2% | +21.9% | +7.5% |
| YTD | -9.7% | +10.1% | -19.8% | -13.3% |
| 1Y | -12.5% | +32.3% | -44.7% | -20.0% |
| 3Y | +21.8% | +171.3% | -149.5% | -6.9% |
| 5Y | +8.2% | +372.4% | -364.2% | -29.1% |
| 10Y | +309.5% | +1,070.0% | -760.5% | +103.0% |
| All | +7,220.1% | +1,583.6% | +5,636.5% | +3,675.4% |
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 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