+351.8%
CCJ vs SFM
+219.5%
+132.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.9% |
| 7D | +5.9% | -5.8% | +11.7% | +6.5% |
| 30D | +4.7% | -11.4% | +16.1% | +5.9% |
| 3M | -3.3% | -12.2% | +8.9% | -2.3% |
| 6M | -7.0% | -5.2% | -1.9% | -7.3% |
| YTD | +11.5% | -4.5% | +15.9% | +10.8% |
| 1Y | +32.3% | -45.4% | +77.7% | +41.7% |
| 3Y | +176.8% | +91.1% | +85.7% | +155.4% |
| 5Y | +351.8% | +226.8% | +125.0% | +269.1% |
| All | +351.8% | +219.5% | +132.3% | +269.1% |
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