+766.3%
CCJ vs SBAC
+110.3%
+656.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.1% |
| 7D | +5.0% | -3.4% | +8.4% | +5.7% |
| 30D | -16.7% | +2.6% | -19.3% | -17.2% |
| 3M | -27.5% | +2.6% | -30.1% | -28.0% |
| 6M | -38.6% | -11.5% | -27.1% | -37.5% |
| YTD | -21.5% | -1.6% | -19.9% | -22.4% |
| 1Y | -22.3% | -5.1% | -17.2% | -22.5% |
| 3Y | +69.9% | -9.3% | +79.2% | +66.6% |
| 5Y | +163.6% | -41.0% | +204.6% | +190.4% |
| All | +766.3% | +110.3% | +656.1% | +798.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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