+62.7%
CCJ vs STT
+182.6%
-119.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -0.8% | +4.8% | -5.6% | -3.3% |
| 30D | -13.2% | +3.9% | -17.1% | -14.8% |
| 3M | -27.6% | -8.2% | -19.5% | -24.2% |
| 6M | -38.7% | +15.6% | -54.3% | -42.9% |
| YTD | -22.7% | +37.6% | -60.3% | -34.2% |
| 1Y | -17.6% | +50.1% | -67.7% | -32.8% |
| 3Y | +62.7% | +183.1% | -120.4% | +4.4% |
| All | +62.7% | +182.6% | -119.9% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling