+317.2%
CCJ vs SFM
+46.8%
+270.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | +5.0% | -0.4% | +5.5% | +5.1% |
| 30D | -16.7% | -19.2% | +2.5% | -14.9% |
| 3M | -27.5% | -40.3% | +12.8% | -22.8% |
| 6M | -38.6% | -40.9% | +2.3% | -34.8% |
| YTD | -21.5% | -35.5% | +14.0% | -18.5% |
| 1Y | -22.3% | -37.4% | +15.1% | -18.9% |
| 3Y | +69.9% | +25.5% | +44.4% | +55.7% |
| 5Y | +163.6% | +113.0% | +50.6% | +115.2% |
| 10Y | +782.3% | +136.3% | +645.9% | +563.9% |
| All | +317.2% | +46.8% | +270.4% | +242.2% |
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