+163.9%
CCJ vs SBAC
-39.6%
+203.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -13.2% | +5.5% | -18.7% | -14.1% |
| 3M | -27.6% | +3.1% | -30.7% | -28.2% |
| 6M | -38.7% | -7.0% | -31.7% | -38.3% |
| YTD | -22.7% | +0.5% | -23.2% | -23.7% |
| 1Y | -17.6% | +0.2% | -17.8% | -18.6% |
| 3Y | +62.7% | -7.4% | +70.0% | +58.0% |
| All | +163.9% | -39.6% | +203.6% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling