+1,091.6%
CCJ vs STZ
+3,590.9%
-2,499.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | -7.3% | +4.9% | -12.2% | -8.4% |
| 30D | -20.0% | +20.9% | -40.8% | -23.7% |
| 3M | -23.8% | +8.0% | -31.8% | -25.7% |
| 6M | -42.4% | -5.3% | -37.1% | -42.3% |
| YTD | -22.1% | +5.9% | -28.0% | -24.3% |
| 1Y | -20.8% | +14.2% | -35.0% | -24.5% |
| 3Y | +75.7% | -37.0% | +112.7% | +89.9% |
| 5Y | +167.4% | -29.7% | +197.2% | +181.7% |
| 10Y | +826.3% | +5.2% | +821.2% | +768.8% |
| All | +1,091.6% | +3,590.9% | -2,499.3% | +553.9% |
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