+67.6%
CCJ vs STLD
+126.2%
-58.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -4.6% |
| 7D | +0.4% | -4.7% | +5.1% | +2.0% |
| 30D | -17.2% | -0.9% | -16.3% | -17.0% |
| 3M | -25.1% | -11.9% | -13.2% | -22.2% |
| 6M | -37.6% | +0.9% | -38.5% | -38.4% |
| YTD | -20.4% | +40.4% | -60.8% | -29.9% |
| 1Y | -22.5% | +56.6% | -79.1% | -34.0% |
| All | +67.6% | +126.2% | -58.6% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling