+772.6%
CCJ vs STLA
+12.4%
+760.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.3% |
| 7D | +0.4% | -4.9% | +5.3% | +1.9% |
| 30D | -17.2% | -4.9% | -12.3% | -16.3% |
| 3M | -25.1% | -23.7% | -1.5% | -19.5% |
| 6M | -37.6% | -45.0% | +7.4% | -26.5% |
| YTD | -20.4% | -60.9% | +40.5% | +1.7% |
| 1Y | -22.5% | -58.9% | +36.4% | -2.9% |
| 3Y | +72.5% | -74.4% | +146.9% | +140.1% |
| 5Y | +179.9% | -71.5% | +251.4% | +263.6% |
| 10Y | +772.6% | +5.3% | +767.4% | +685.3% |
| All | +772.6% | +12.4% | +760.2% | +685.3% |
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