+487.4%
STX vs CCJ
+172.2%
+315.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.7% | +4.1% | +7.9% |
| 7D | -14.8% | +2.7% | -17.5% | -15.3% |
| 30D | -35.4% | -14.4% | -20.9% | -31.8% |
| 3M | -37.7% | -22.6% | -15.1% | -32.4% |
| 6M | -35.2% | -35.4% | +0.2% | -25.9% |
| YTD | +84.4% | -17.6% | +102.0% | +97.3% |
| 1Y | +82.3% | -18.1% | +100.4% | +95.4% |
| 3Y | +646.2% | +79.6% | +566.7% | +519.9% |
| 5Y | +487.4% | +175.3% | +312.2% | +341.0% |
| All | +487.4% | +172.2% | +315.2% | +341.0% |
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