+7,178.3%
STRL vs CCJ
+1,070.5%
+6,107.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.8% |
| 7D | +10.1% | +5.9% | +4.2% | +7.9% |
| 30D | -8.2% | +4.7% | -12.9% | -9.8% |
| 3M | -43.7% | -3.3% | -40.4% | -42.9% |
| 6M | +27.1% | -7.0% | +34.1% | +30.6% |
| YTD | +64.0% | +11.5% | +52.5% | +58.8% |
| 1Y | +75.2% | +32.3% | +42.9% | +59.5% |
| 3Y | +539.9% | +176.8% | +363.1% | +367.2% |
| 5Y | +2,133.0% | +351.8% | +1,781.2% | +1,261.8% |
| 10Y | +7,178.3% | +1,080.5% | +6,097.7% | +2,795.9% |
| All | +7,178.3% | +1,070.5% | +6,107.8% | +2,795.9% |
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