+173.6%
CCJ vs RUN
-34.3%
+207.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.9% |
| 7D | +5.9% | +10.2% | -4.2% | +5.0% |
| 30D | +4.7% | -9.6% | +14.3% | +5.6% |
| 3M | -3.3% | -31.5% | +28.2% | -0.5% |
| 6M | -7.0% | -18.7% | +11.7% | -5.7% |
| YTD | +11.5% | -49.9% | +61.3% | +15.9% |
| 1Y | +32.3% | -45.5% | +77.8% | +36.2% |
| All | +173.6% | -34.3% | +207.9% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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