+485.6%
CCJ vs SFM
+132.6%
+353.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.3% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +6.9% | -4.4% | +11.2% | +7.5% |
| 3M | -11.6% | +1.5% | -13.2% | -12.2% |
| 6M | -16.2% | +6.5% | -22.7% | -17.9% |
| YTD | +10.1% | +2.2% | +7.9% | +8.2% |
| 1Y | +32.3% | -41.9% | +74.2% | +41.5% |
| 3Y | +171.3% | +106.8% | +64.5% | +133.6% |
| 5Y | +372.4% | +231.6% | +140.8% | +265.4% |
| 10Y | +1,070.0% | +258.4% | +811.6% | +736.8% |
| All | +485.6% | +132.6% | +353.0% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling