+753.7%
CCJ vs STLA
-4.1%
+757.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | -0.8% | -13.8% | +13.0% | +3.6% |
| 30D | -13.2% | -10.5% | -2.6% | -10.6% |
| 3M | -27.6% | -28.9% | +1.2% | -20.6% |
| 6M | -38.7% | -49.7% | +11.0% | -25.7% |
| YTD | -22.7% | -64.9% | +42.2% | +2.1% |
| 1Y | -17.6% | -64.0% | +46.5% | +7.6% |
| 3Y | +62.7% | -77.4% | +140.1% | +135.5% |
| 5Y | +159.7% | -74.4% | +234.2% | +248.7% |
| All | +753.7% | -4.1% | +757.8% | +602.1% |
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