+753.7%
CCJ vs STZ
+13.4%
+740.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | -13.2% | +15.2% | -28.4% | -16.9% |
| 3M | -27.6% | +7.6% | -35.3% | -29.6% |
| 6M | -38.7% | +5.3% | -44.0% | -40.3% |
| YTD | -22.7% | +8.6% | -31.3% | -26.0% |
| 1Y | -17.6% | +15.6% | -33.1% | -22.8% |
| 3Y | +62.7% | -35.2% | +97.8% | +81.8% |
| 5Y | +159.7% | -29.1% | +188.8% | +180.7% |
| All | +753.7% | +13.4% | +740.3% | +724.0% |
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