+673.8%
STX vs CCJ
+67.4%
+606.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | +14.6% | -0.8% | +15.4% | +15.1% |
| 30D | -26.0% | -13.2% | -12.8% | -21.5% |
| 3M | -42.6% | -27.6% | -15.0% | -35.5% |
| 6M | -35.3% | -38.7% | +3.4% | -23.2% |
| YTD | +92.5% | -22.7% | +115.2% | +113.9% |
| 1Y | +102.4% | -17.6% | +120.0% | +121.2% |
| 3Y | +673.8% | +62.7% | +611.1% | +564.7% |
| All | +673.8% | +67.4% | +606.5% | +564.7% |
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