+351.8%
CCJ vs SAN
+381.9%
-30.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.9% | +3.3% | +2.6% | +4.4% |
| 30D | +4.7% | +1.1% | +3.6% | +4.2% |
| 3M | -3.3% | +22.2% | -25.5% | -11.7% |
| 6M | -7.0% | +36.0% | -43.0% | -18.9% |
| YTD | +11.5% | +28.2% | -16.8% | -1.2% |
| 1Y | +32.3% | +54.1% | -21.9% | +8.4% |
| 3Y | +176.8% | +354.2% | -177.4% | +42.5% |
| 5Y | +351.8% | +387.3% | -35.5% | +109.6% |
| All | +351.8% | +381.9% | -30.2% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling