+75.7%
CCJ vs STT
+165.4%
-89.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -7.3% | -2.5% | -4.8% | -6.0% |
| 30D | -20.0% | -5.0% | -15.0% | -17.6% |
| 3M | -23.8% | -10.5% | -13.4% | -19.1% |
| 6M | -42.4% | +10.0% | -52.4% | -44.9% |
| YTD | -22.1% | +30.7% | -52.8% | -31.7% |
| 1Y | -20.8% | +43.8% | -64.6% | -33.7% |
| 3Y | +75.7% | +168.1% | -92.3% | +21.0% |
| All | +75.7% | +165.4% | -89.6% | +21.0% |
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