+3,786.6%
STRL vs CCJ
+778.2%
+3,008.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.5% |
| 7D | +23.4% | +5.0% | +18.4% | +21.5% |
| 30D | -39.5% | -16.7% | -22.8% | -34.9% |
| 3M | -45.1% | -27.5% | -17.5% | -37.9% |
| 6M | -64.6% | -38.6% | -26.0% | -57.5% |
| YTD | -1.5% | -21.5% | +20.0% | +9.0% |
| 1Y | -20.8% | -22.3% | +1.5% | -11.8% |
| 3Y | +353.1% | +69.9% | +283.2% | +293.2% |
| 5Y | +942.9% | +163.6% | +779.3% | +672.9% |
| All | +3,786.6% | +778.2% | +3,008.4% | +1,629.0% |
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