+351.8%
CCJ vs STLA
-62.5%
+414.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.1% |
| 7D | +5.9% | +0.7% | +5.2% | +5.7% |
| 30D | +4.7% | -2.4% | +7.1% | +5.2% |
| 3M | -3.3% | -23.9% | +20.6% | +4.3% |
| 6M | -7.0% | -24.6% | +17.6% | +0.3% |
| YTD | +11.5% | -50.5% | +62.0% | +34.0% |
| 1Y | +32.3% | -39.8% | +72.1% | +47.3% |
| 3Y | +176.8% | -65.6% | +242.5% | +258.2% |
| 5Y | +351.8% | -62.1% | +413.9% | +416.9% |
| All | +351.8% | -62.5% | +414.3% | +416.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling