+772.6%
CCJ vs STLD
+804.7%
-32.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -4.7% |
| 7D | +0.4% | -4.7% | +5.1% | +2.2% |
| 30D | -17.2% | -0.9% | -16.3% | -17.0% |
| 3M | -25.1% | -11.9% | -13.2% | -21.9% |
| 6M | -37.6% | +0.9% | -38.5% | -38.5% |
| YTD | -20.4% | +40.4% | -60.8% | -30.8% |
| 1Y | -22.5% | +56.6% | -79.1% | -35.4% |
| 3Y | +72.5% | +125.5% | -53.0% | +20.9% |
| 5Y | +179.9% | +292.8% | -113.0% | +50.7% |
| 10Y | +772.6% | +787.1% | -14.5% | +221.8% |
| All | +772.6% | +804.7% | -32.1% | +221.8% |
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