-25.9%
CCJ vs SFM
-35.8%
+9.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.9% | -0.9% |
| 7D | -14.5% | -12.3% | -2.2% | -14.6% |
| 30D | -18.1% | -16.2% | -1.8% | -18.4% |
| 3M | -23.0% | -36.8% | +13.8% | -25.1% |
| 6M | -39.4% | -32.6% | -6.8% | -40.3% |
| YTD | -21.7% | -31.7% | +10.1% | -21.7% |
| 1Y | -25.9% | -35.0% | +9.1% | -25.2% |
| All | -25.9% | -35.8% | +9.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling