+2,022.6%
STRL vs CCJ
+369.1%
+1,653.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | -9.2% | +6.9% | -16.1% | -11.8% |
| 3M | -51.0% | -11.6% | -39.4% | -48.5% |
| 6M | +15.8% | -16.2% | +32.0% | +23.9% |
| YTD | +58.9% | +10.1% | +48.8% | +53.6% |
| 1Y | +68.5% | +32.3% | +36.3% | +51.5% |
| 3Y | +485.2% | +171.3% | +313.9% | +322.2% |
| All | +2,022.6% | +369.1% | +1,653.4% | +1,252.5% |
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