+1,099.7%
CCJ vs STZ
-13.0%
+1,112.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +4.2% | -6.0% | +10.2% | +6.0% |
| 30D | +3.2% | -8.9% | +12.1% | +5.8% |
| 3M | -1.8% | -12.6% | +10.7% | +1.6% |
| 6M | -13.5% | -17.2% | +3.7% | -9.4% |
| YTD | +9.7% | -10.0% | +19.8% | +11.4% |
| 1Y | +30.0% | -14.3% | +44.3% | +33.3% |
| 3Y | +172.6% | -49.9% | +222.5% | +231.0% |
| 5Y | +342.9% | -38.2% | +381.2% | +398.6% |
| 10Y | +1,099.7% | -12.0% | +1,111.7% | +1,108.2% |
| All | +1,099.7% | -13.0% | +1,112.8% | +1,108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling