+753.7%
CCJ vs SAN
+270.1%
+483.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.7% |
| 7D | -0.8% | +4.0% | -4.8% | -2.3% |
| 30D | -13.2% | -7.8% | -5.4% | -10.5% |
| 3M | -27.6% | -16.4% | -11.3% | -22.4% |
| 6M | -38.7% | +3.5% | -42.2% | -39.6% |
| YTD | -22.7% | +6.7% | -29.4% | -25.2% |
| 1Y | -17.6% | +14.5% | -32.1% | -22.4% |
| 3Y | +62.7% | +243.5% | -180.8% | -0.7% |
| 5Y | +159.7% | +296.2% | -136.5% | +44.6% |
| All | +753.7% | +270.1% | +483.5% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling