+813.5%
CCJ vs STLA
+0.5%
+813.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.5% | +3.0% |
| 7D | +3.7% | -11.6% | +15.3% | +7.5% |
| 30D | -13.7% | -6.2% | -7.5% | -12.4% |
| 3M | -24.7% | -24.6% | -0.1% | -18.8% |
| 6M | -38.1% | -44.9% | +6.8% | -27.1% |
| YTD | -18.8% | -62.3% | +43.5% | +4.8% |
| 1Y | -19.5% | -61.8% | +42.3% | +3.1% |
| 3Y | +75.9% | -75.3% | +151.2% | +147.4% |
| 5Y | +173.1% | -72.5% | +245.6% | +258.4% |
| 10Y | +813.5% | +0.8% | +812.7% | +731.3% |
| All | +813.5% | +0.5% | +813.0% | +731.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling