+351.8%
CCJ vs STT
+150.3%
+201.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | +5.9% | +2.2% | +3.8% | +4.8% |
| 30D | +4.7% | +3.9% | +0.8% | +2.7% |
| 3M | -3.3% | +19.2% | -22.5% | -11.4% |
| 6M | -7.0% | +60.4% | -67.4% | -26.3% |
| YTD | +11.5% | +51.5% | -40.0% | -9.5% |
| 1Y | +32.3% | +76.3% | -44.0% | 0.0% |
| 3Y | +176.8% | +200.7% | -23.9% | +59.0% |
| 5Y | +351.8% | +157.5% | +194.3% | +157.5% |
| All | +351.8% | +150.3% | +201.5% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling