+1,583.6%
CCJ vs STZ
+3,206.1%
-1,622.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.7% | -1.9% | +2.7% | +1.2% |
| 30D | +6.9% | -1.9% | +8.7% | +7.2% |
| 3M | -11.6% | -6.2% | -5.4% | -10.7% |
| 6M | -16.2% | -14.0% | -2.2% | -13.7% |
| YTD | +10.1% | -5.1% | +15.2% | +10.4% |
| 1Y | +32.3% | -9.6% | +41.8% | +33.4% |
| 3Y | +171.3% | -47.2% | +218.5% | +207.3% |
| 5Y | +372.4% | -33.6% | +406.0% | +406.7% |
| 10Y | +1,070.0% | -9.8% | +1,079.8% | +1,042.3% |
| All | +1,583.6% | +3,206.1% | -1,622.4% | +853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling