+1,937.0%
CCJ vs STLD
+8,684.3%
-6,747.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.7% | +3.1% | -2.4% | -0.4% |
| 30D | +6.9% | -9.0% | +15.8% | +10.1% |
| 3M | -11.6% | -12.4% | +0.7% | -8.2% |
| 6M | -16.2% | +25.5% | -41.7% | -23.2% |
| YTD | +10.1% | +43.6% | -33.5% | -3.7% |
| 1Y | +32.3% | +87.2% | -54.9% | +5.1% |
| 3Y | +171.3% | +135.2% | +36.1% | +93.6% |
| 5Y | +372.4% | +290.9% | +81.5% | +173.9% |
| 10Y | +1,070.0% | +1,113.5% | -43.4% | +322.8% |
| All | +1,937.0% | +8,684.3% | -6,747.3% | +307.4% |
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