+825.2%
CCJ vs STLD
+868.9%
-43.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.2% |
| 7D | -7.3% | -11.1% | +3.8% | -3.1% |
| 30D | -20.0% | -4.8% | -15.2% | -18.5% |
| 3M | -23.8% | -14.6% | -9.3% | -19.6% |
| 6M | -42.4% | -7.4% | -35.0% | -41.3% |
| YTD | -22.1% | +32.6% | -54.6% | -30.8% |
| 1Y | -20.8% | +47.3% | -68.2% | -32.4% |
| 3Y | +75.7% | +107.5% | -31.8% | +27.4% |
| 5Y | +167.4% | +268.8% | -101.4% | +48.1% |
| All | +825.2% | +868.9% | -43.7% | +238.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling