+4,101.6%
CCJ vs SBAC
+2,208.1%
+1,893.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +6.9% | +6.9% | -0.1% | +6.0% |
| 3M | -11.6% | -8.2% | -3.4% | -10.9% |
| 6M | -16.2% | -1.6% | -14.6% | -16.5% |
| YTD | +10.1% | -0.1% | +10.2% | +9.4% |
| 1Y | +32.3% | -0.5% | +32.7% | +31.3% |
| 3Y | +171.3% | -9.1% | +180.4% | +169.2% |
| 5Y | +372.4% | -43.8% | +416.2% | +396.2% |
| 10Y | +1,070.0% | +80.5% | +989.5% | +962.2% |
| All | +4,101.6% | +2,208.1% | +1,893.5% | +2,872.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling