+22.8%
CCJ vs STZ
-12.7%
+35.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -2.8% |
| 7D | -3.2% | -4.1% | +0.9% | -3.5% |
| 30D | -1.3% | -7.6% | +6.3% | -2.0% |
| 3M | +2.5% | -12.3% | +14.8% | +1.6% |
| 6M | -18.9% | -16.3% | -2.6% | -19.3% |
| YTD | +6.5% | -8.4% | +14.8% | +10.2% |
| 1Y | +22.8% | -10.8% | +33.7% | +26.3% |
| All | +22.8% | -12.7% | +35.5% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling