+16,011.1%
STX vs CCJ
+3,534.7%
+12,476.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -8.2% | -11.6% | +3.4% | -4.6% |
| 6M | +127.0% | -16.2% | +143.2% | +138.2% |
| YTD | +209.1% | +10.1% | +199.0% | +199.3% |
| 1Y | +365.4% | +32.3% | +333.2% | +320.5% |
| 3Y | +1,135.4% | +171.3% | +964.1% | +760.7% |
| 5Y | +991.5% | +372.4% | +619.1% | +501.6% |
| 10Y | +3,695.8% | +1,070.0% | +2,625.8% | +1,254.2% |
| All | +16,011.1% | +3,534.7% | +12,476.4% | +6,090.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling