+239.2%
STRL vs CCJ
+69.7%
+169.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.9% | +0.9% |
| 7D | -26.9% | -7.3% | -19.6% | -23.2% |
| 30D | -52.7% | -20.0% | -32.7% | -45.6% |
| 3M | -52.8% | -23.8% | -29.0% | -44.4% |
| 6M | -71.5% | -42.4% | -29.1% | -60.7% |
| YTD | -17.4% | -22.1% | +4.6% | -4.4% |
| 1Y | -35.0% | -20.8% | -14.1% | -25.0% |
| 3Y | +239.2% | +75.7% | +163.5% | +168.1% |
| All | +239.2% | +69.7% | +169.5% | +168.1% |
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