+1,019.5%
STX vs CCJ
+369.1%
+650.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | +0.7% | +1.6% | +2.1% |
| 30D | +1.4% | +6.9% | -5.5% | -0.8% |
| 3M | -8.2% | -11.6% | +3.4% | -5.1% |
| 6M | +127.0% | -16.2% | +143.2% | +136.6% |
| YTD | +209.1% | +10.1% | +199.0% | +202.1% |
| 1Y | +365.4% | +32.3% | +333.2% | +330.2% |
| 3Y | +1,135.4% | +171.3% | +964.1% | +829.5% |
| All | +1,019.5% | +369.1% | +650.4% | +652.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling