+784.6%
STRL vs CCJ
+163.1%
+621.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.9% | +1.5% |
| 7D | -26.9% | -7.3% | -19.6% | -24.2% |
| 30D | -52.7% | -20.0% | -32.7% | -47.5% |
| 3M | -52.8% | -23.8% | -29.0% | -46.6% |
| 6M | -71.5% | -42.4% | -29.1% | -63.7% |
| YTD | -17.4% | -22.1% | +4.6% | -6.8% |
| 1Y | -35.0% | -20.8% | -14.1% | -26.7% |
| 3Y | +239.2% | +75.7% | +163.5% | +188.7% |
| All | +784.6% | +163.1% | +621.5% | +571.8% |
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