+97.4%
STM vs CCJ
+33.1%
+64.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +5.2% | +5.9% | -0.7% | +3.0% |
| 30D | -7.4% | +4.7% | -12.1% | -9.0% |
| 3M | -30.6% | -3.3% | -27.3% | -30.5% |
| 6M | +66.4% | -7.0% | +73.4% | +67.9% |
| YTD | +101.1% | +11.5% | +89.7% | +100.7% |
| 1Y | +97.4% | +32.3% | +65.1% | +96.3% |
| All | +97.4% | +33.1% | +64.3% | +96.3% |
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