+123.8%
STX vs CCJ
-26.2%
+150.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.2% | -6.9% | -7.4% |
| 7D | -20.2% | -14.5% | -5.7% | -12.1% |
| 30D | -37.2% | -18.1% | -19.2% | -29.5% |
| 3M | -34.1% | -23.0% | -11.1% | -23.8% |
| 6M | -24.5% | -39.4% | +14.9% | -0.7% |
| YTD | +102.9% | -21.7% | +124.6% | +125.0% |
| 1Y | +123.8% | -25.9% | +149.7% | +157.6% |
| All | +123.8% | -26.2% | +150.0% | +157.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling