+1,967.8%
STX vs CCJ
+802.9%
+1,164.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | 0.0% |
| 7D | -17.3% | +0.4% | -17.7% | -17.2% |
| 30D | -35.9% | -17.2% | -18.7% | -32.4% |
| 3M | -37.3% | -25.1% | -12.2% | -32.4% |
| 6M | -35.8% | -37.6% | +1.8% | -27.4% |
| YTD | +82.7% | -20.4% | +103.1% | +94.9% |
| 1Y | +71.6% | -22.5% | +94.2% | +84.3% |
| 3Y | +635.3% | +72.5% | +562.8% | +533.9% |
| 5Y | +483.8% | +179.9% | +303.9% | +337.1% |
| 10Y | +1,967.8% | +772.6% | +1,195.2% | +1,178.4% |
| All | +1,967.8% | +802.9% | +1,164.9% | +1,178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling