+173.1%
CCJ vs SFM
+111.2%
+61.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.7% |
| 7D | +3.7% | -7.1% | +10.7% | +4.3% |
| 30D | -13.7% | -21.4% | +7.7% | -12.3% |
| 3M | -24.7% | -40.1% | +15.4% | -21.6% |
| 6M | -38.1% | -38.0% | -0.1% | -36.0% |
| YTD | -18.8% | -36.5% | +17.8% | -16.6% |
| 1Y | -19.5% | -35.2% | +15.7% | -17.7% |
| 3Y | +75.9% | +23.5% | +52.4% | +70.4% |
| 5Y | +173.1% | +109.7% | +63.4% | +172.7% |
| All | +173.1% | +111.2% | +61.9% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling