+22,372.9%
STRL vs CCJ
+1,091.6%
+21,281.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.9% | +2.0% |
| 7D | -26.9% | -7.3% | -19.6% | -24.8% |
| 30D | -52.7% | -20.0% | -32.7% | -48.8% |
| 3M | -52.8% | -23.8% | -29.0% | -48.1% |
| 6M | -71.5% | -42.4% | -29.1% | -65.5% |
| YTD | -17.4% | -22.1% | +4.6% | -9.4% |
| 1Y | -35.0% | -20.8% | -14.1% | -28.8% |
| 3Y | +239.2% | +75.7% | +163.5% | +186.0% |
| 5Y | +830.2% | +167.4% | +662.7% | +553.1% |
| 10Y | +3,574.7% | +826.3% | +2,748.4% | +1,458.6% |
| All | +22,372.9% | +1,091.6% | +21,281.3% | +12,672.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling