+465.1%
STM vs CCJ
+765.4%
-300.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.1% |
| 7D | +12.0% | -0.8% | +12.8% | +12.3% |
| 30D | -0.4% | -13.2% | +12.8% | +4.5% |
| 3M | -13.2% | -27.6% | +14.5% | -3.7% |
| 6M | -26.1% | -38.7% | +12.6% | -13.3% |
| YTD | +81.2% | -22.7% | +103.9% | +96.4% |
| 1Y | +98.3% | -17.6% | +115.9% | +110.6% |
| 3Y | +16.7% | +62.7% | -46.0% | -5.4% |
| 5Y | -4.8% | +159.7% | -164.6% | -36.2% |
| All | +465.1% | +765.4% | -300.3% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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