+445.4%
CCJ vs STLA
+263.8%
+181.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +0.7% | +2.6% | -1.9% | +0.2% |
| 30D | +6.9% | -1.2% | +8.1% | +7.0% |
| 3M | -11.6% | -24.8% | +13.1% | -6.0% |
| 6M | -16.2% | -25.6% | +9.4% | -10.9% |
| YTD | +10.1% | -48.9% | +59.1% | +25.8% |
| 1Y | +32.3% | -38.8% | +71.0% | +43.9% |
| 3Y | +171.3% | -64.5% | +235.8% | +225.3% |
| 5Y | +372.4% | -62.4% | +434.8% | +449.3% |
| 10Y | +1,070.0% | +55.4% | +1,014.6% | +922.9% |
| All | +445.4% | +263.8% | +181.6% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling