+1,583.6%
CCJ vs STT
+2,887.4%
-1,303.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +6.9% | +3.9% | +3.0% | +5.7% |
| 3M | -11.6% | +20.0% | -31.6% | -16.4% |
| 6M | -16.2% | +55.3% | -71.5% | -26.8% |
| YTD | +10.1% | +53.3% | -43.2% | -3.5% |
| 1Y | +32.3% | +74.7% | -42.4% | +11.5% |
| 3Y | +171.3% | +205.8% | -34.5% | +91.7% |
| 5Y | +372.4% | +145.0% | +227.4% | +250.8% |
| 10Y | +1,070.0% | +266.0% | +804.0% | +641.0% |
| All | +1,583.6% | +2,887.4% | -1,303.8% | +572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling