+300.2%
CCJ vs AUR
-35.1%
+335.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | -2.4% | -6.4% | +4.0% | -1.6% |
| 3M | -2.3% | +7.7% | -10.0% | -3.7% |
| 6M | -16.2% | +44.5% | -60.7% | -20.8% |
| YTD | +5.7% | +67.4% | -61.8% | -2.1% |
| 1Y | +21.3% | +15.4% | +5.8% | +17.2% |
| 3Y | +159.4% | +94.8% | +64.5% | +113.9% |
| All | +300.2% | -35.1% | +335.2% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling