+1,335.2%
STX vs CCJ
+177.8%
+1,157.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | +0.7% | +1.6% | +2.0% |
| 30D | +1.4% | +6.9% | -5.5% | -1.1% |
| 3M | -8.2% | -11.6% | +3.4% | -4.8% |
| 6M | +127.0% | -16.2% | +143.2% | +137.2% |
| YTD | +209.1% | +10.1% | +199.0% | +202.3% |
| 1Y | +365.4% | +32.3% | +333.2% | +329.4% |
| All | +1,335.2% | +177.8% | +1,157.4% | +1,033.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling