+163.9%
CCJ vs STLD
+274.1%
-110.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -0.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.9% |
| 30D | -13.2% | -5.6% | -7.6% | -11.3% |
| 3M | -27.6% | -11.7% | -15.9% | -24.6% |
| 6M | -38.7% | -2.8% | -35.9% | -38.7% |
| YTD | -22.7% | +36.4% | -59.1% | -32.0% |
| 1Y | -17.6% | +50.0% | -67.6% | -30.0% |
| 3Y | +62.7% | +122.3% | -59.6% | +15.0% |
| All | +163.9% | +274.1% | -110.1% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling