+89.4%
STM vs CCJ
-21.5%
+110.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +3.4% |
| 7D | -5.6% | +2.7% | -8.3% | -6.8% |
| 30D | -14.4% | -14.4% | 0.0% | -6.6% |
| 3M | -20.5% | -22.6% | +2.1% | -8.8% |
| 6M | -24.5% | -35.4% | +10.9% | -6.9% |
| YTD | +72.7% | -17.6% | +90.3% | +91.8% |
| All | +89.4% | -21.5% | +110.9% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling