-16.2%
CCJ vs SFM
+4.2%
-20.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | +0.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +6.9% | -4.4% | +11.2% | +6.4% |
| 3M | -11.6% | +1.5% | -13.2% | -11.3% |
| 6M | -16.2% | +6.5% | -22.7% | -19.4% |
| All | -16.2% | +4.2% | -20.4% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling