+655.9%
STM vs CCJ
+1,065.5%
-409.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -1.4% | -4.0% | +2.6% | -0.2% |
| 30D | -4.9% | -2.4% | -2.6% | -4.4% |
| 3M | -34.0% | -2.3% | -31.7% | -33.5% |
| 6M | +51.8% | -16.2% | +68.0% | +59.8% |
| YTD | +99.4% | +5.7% | +93.7% | +95.3% |
| 1Y | +99.1% | +21.3% | +77.8% | +83.6% |
| 3Y | +19.5% | +159.4% | -139.9% | -16.3% |
| 5Y | +19.5% | +300.7% | -281.2% | -29.6% |
| All | +655.9% | +1,065.5% | -409.6% | +234.2% |
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