-19.5%
CCJ vs SFM
-36.1%
+16.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +2.3% |
| 7D | +3.7% | -7.1% | +10.7% | +3.0% |
| 30D | -13.7% | -21.4% | +7.7% | -14.7% |
| 3M | -24.7% | -40.1% | +15.4% | -27.5% |
| 6M | -38.1% | -38.0% | -0.1% | -39.9% |
| YTD | -18.8% | -36.5% | +17.8% | -20.0% |
| 1Y | -19.5% | -35.2% | +15.7% | -20.9% |
| All | -19.5% | -36.1% | +16.6% | -20.9% |
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