-25.9%
CCJ vs STLD
+59.7%
-85.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | +0.1% |
| 7D | -14.5% | -3.9% | -10.6% | -12.9% |
| 30D | -18.1% | -0.4% | -17.7% | -17.9% |
| 3M | -23.0% | -9.2% | -13.8% | -20.0% |
| 6M | -39.4% | +5.0% | -44.4% | -42.5% |
| YTD | -21.7% | +42.8% | -64.5% | -38.5% |
| 1Y | -25.9% | +60.1% | -86.0% | -48.4% |
| All | -25.9% | +59.7% | -85.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling