+1,117.9%
CCJ vs SAN
+1,429.1%
-311.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | +0.4% | +10.8% | -10.3% | -3.4% |
| 30D | -17.2% | -5.7% | -11.5% | -15.6% |
| 3M | -25.1% | -13.4% | -11.7% | -21.2% |
| 6M | -37.6% | +3.5% | -41.1% | -38.5% |
| YTD | -20.4% | +9.7% | -30.1% | -23.5% |
| 1Y | -22.5% | +20.9% | -43.4% | -28.1% |
| 3Y | +72.5% | +254.3% | -181.8% | +7.3% |
| 5Y | +179.9% | +304.2% | -124.4% | +61.3% |
| 10Y | +772.6% | +260.2% | +512.4% | +387.9% |
| All | +1,117.9% | +1,429.1% | -311.2% | +397.1% |
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