+844.8%
CCJ vs STT
+211.9%
+633.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.3% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | -14.4% | -2.3% | -12.1% | -13.3% |
| 3M | -22.6% | -7.0% | -15.6% | -20.0% |
| 6M | -35.4% | +15.5% | -50.9% | -39.2% |
| YTD | -17.6% | +35.6% | -53.2% | -27.8% |
| 1Y | -18.1% | +47.9% | -66.0% | -30.8% |
| 3Y | +79.6% | +181.1% | -101.5% | +14.3% |
| 5Y | +175.3% | +108.2% | +67.1% | +91.9% |
| 10Y | +844.8% | +201.0% | +643.8% | +398.2% |
| All | +844.8% | +211.9% | +633.0% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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