-25.9%
CCJ vs AUR
-17.4%
-8.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.3% |
| 7D | -14.5% | -19.8% | +5.3% | -8.2% |
| 30D | -18.1% | -29.0% | +11.0% | -8.5% |
| 3M | -23.0% | -43.6% | +20.6% | -7.7% |
| 6M | -39.4% | -36.6% | -2.7% | -31.3% |
| YTD | -21.7% | +6.3% | -27.9% | -28.3% |
| 1Y | -25.9% | -9.0% | -16.9% | -28.0% |
| All | -25.9% | -17.4% | -8.5% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling