+1,117.9%
CCJ vs STT
+2,553.2%
-1,435.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.5% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -17.2% | -1.9% | -15.3% | -16.6% |
| 3M | -25.1% | -7.6% | -17.5% | -23.1% |
| 6M | -37.6% | +16.0% | -53.6% | -40.3% |
| YTD | -20.4% | +36.2% | -56.5% | -27.5% |
| 1Y | -22.5% | +46.8% | -69.3% | -31.0% |
| 3Y | +72.5% | +177.8% | -105.3% | +25.7% |
| 5Y | +179.9% | +105.8% | +74.0% | +119.7% |
| 10Y | +772.6% | +197.6% | +575.0% | +488.7% |
| All | +1,117.9% | +2,553.2% | -1,435.4% | +405.1% |
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