+4.9%
STM vs CCJ
+69.7%
-64.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +2.9% |
| 7D | -10.7% | -7.3% | -3.4% | -8.2% |
| 30D | -25.7% | -20.0% | -5.8% | -19.5% |
| 3M | -21.6% | -23.8% | +2.3% | -13.6% |
| 6M | -27.8% | -42.4% | +14.6% | -13.5% |
| YTD | +61.8% | -22.1% | +83.8% | +77.3% |
| 1Y | +78.1% | -20.8% | +98.9% | +93.9% |
| 3Y | +4.9% | +75.7% | -70.8% | -12.7% |
| All | +4.9% | +69.7% | -64.8% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling