+1,351.4%
CCJ vs STLD
+8,525.3%
-7,173.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | +5.0% | +6.9% | -1.8% | +2.6% |
| 30D | -16.7% | -1.5% | -15.2% | -16.3% |
| 3M | -27.5% | -9.7% | -17.8% | -25.2% |
| 6M | -38.6% | +2.3% | -40.9% | -39.7% |
| YTD | -21.5% | +41.0% | -62.6% | -31.1% |
| 1Y | -22.3% | +51.8% | -74.1% | -33.5% |
| 3Y | +69.9% | +126.4% | -56.5% | +22.9% |
| 5Y | +163.6% | +285.7% | -122.1% | +53.2% |
| 10Y | +782.3% | +792.7% | -10.5% | +254.3% |
| All | +1,351.4% | +8,525.3% | -7,173.9% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling