+161.4%
CCJ vs AU
+574.0%
-412.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.6% |
| 7D | -3.2% | -7.0% | +3.8% | -1.0% |
| 30D | -1.3% | +7.3% | -8.6% | -3.5% |
| 3M | +2.5% | +33.2% | -30.7% | -6.4% |
| 6M | -18.9% | -0.6% | -18.2% | -20.0% |
| YTD | +6.5% | +26.2% | -19.7% | -0.9% |
| 1Y | +22.8% | +68.3% | -45.4% | +7.1% |
| All | +161.4% | +574.0% | -412.6% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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