+937.9%
STRL vs CCJ
+159.0%
+779.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | +15.7% | -0.8% | +16.5% | +16.3% |
| 30D | -35.5% | -13.2% | -22.3% | -30.8% |
| 3M | -47.1% | -27.6% | -19.5% | -38.7% |
| 6M | -65.8% | -38.7% | -27.1% | -57.4% |
| YTD | -4.5% | -22.7% | +18.2% | +8.4% |
| 1Y | -10.5% | -17.6% | +7.1% | -0.6% |
| 3Y | +340.6% | +62.7% | +277.9% | +282.9% |
| All | +937.9% | +159.0% | +779.0% | +685.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling