+351.8%
CCJ vs STZ
-36.5%
+388.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.5% |
| 7D | +5.9% | -7.4% | +13.3% | +7.8% |
| 30D | +4.7% | -10.9% | +15.6% | +7.4% |
| 3M | -3.3% | -13.4% | +10.1% | -0.3% |
| 6M | -7.0% | -16.2% | +9.2% | -3.6% |
| YTD | +11.5% | -10.4% | +21.9% | +12.6% |
| 1Y | +32.3% | -14.8% | +47.0% | +35.3% |
| 3Y | +176.8% | -50.1% | +227.0% | +248.2% |
| 5Y | +351.8% | -38.8% | +390.6% | +420.0% |
| All | +351.8% | -36.5% | +388.3% | +420.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling