+401.9%
CCJ vs AUR
-36.7%
+438.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.6% |
| 7D | -3.2% | +0.2% | -3.3% | -3.2% |
| 30D | -1.3% | -8.9% | +7.6% | -0.2% |
| 3M | +2.5% | +4.6% | -2.1% | +1.5% |
| 6M | -18.9% | +44.9% | -63.7% | -23.3% |
| YTD | +6.5% | +64.8% | -58.4% | -1.2% |
| 1Y | +22.8% | +16.4% | +6.5% | +18.6% |
| 3Y | +164.5% | +85.1% | +79.4% | +119.7% |
| 5Y | +303.7% | -36.1% | +339.8% | +219.6% |
| All | +401.9% | -36.7% | +438.6% | +296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling