+1,159.6%
CCJ vs SAN
+1,416.9%
-257.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +3.5% |
| 7D | +2.7% | +8.7% | -6.0% | -0.5% |
| 30D | -14.4% | -6.5% | -7.9% | -12.5% |
| 3M | -22.6% | -14.2% | -8.4% | -18.3% |
| 6M | -35.4% | +2.7% | -38.2% | -36.2% |
| YTD | -17.6% | +8.9% | -26.5% | -20.6% |
| 1Y | -18.1% | +23.4% | -41.5% | -24.6% |
| 3Y | +79.6% | +257.9% | -178.4% | +11.3% |
| 5Y | +175.3% | +297.8% | -122.5% | +59.6% |
| 10Y | +844.8% | +259.6% | +585.2% | +428.8% |
| All | +1,159.6% | +1,416.9% | -257.3% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling