+3,699.0%
STX vs CCJ
+1,097.2%
+2,601.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.2% |
| 7D | +10.7% | +5.9% | +4.8% | +9.1% |
| 30D | +11.3% | +4.7% | +6.6% | +9.8% |
| 3M | +3.2% | -3.3% | +6.5% | +4.1% |
| 6M | +157.0% | -7.0% | +164.0% | +160.6% |
| YTD | +229.2% | +11.5% | +217.8% | +221.2% |
| 1Y | +381.8% | +32.3% | +349.6% | +347.8% |
| 3Y | +1,383.2% | +176.8% | +1,206.3% | +1,036.2% |
| 5Y | +1,144.9% | +351.8% | +793.1% | +728.5% |
| All | +3,699.0% | +1,097.2% | +2,601.9% | +2,037.1% |
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 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