+342.9%
CCJ vs RUN
-80.3%
+423.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -0.9% |
| 7D | +4.2% | -1.8% | +6.0% | +4.4% |
| 30D | +3.2% | -10.8% | +14.0% | +4.8% |
| 3M | -1.8% | -30.2% | +28.3% | +2.7% |
| 6M | -13.5% | -22.3% | +8.8% | -11.2% |
| YTD | +9.7% | -52.2% | +61.9% | +18.1% |
| 1Y | +30.0% | -45.1% | +75.1% | +36.1% |
| 3Y | +172.6% | -37.1% | +209.7% | +133.2% |
| 5Y | +342.9% | -80.3% | +423.2% | +349.8% |
| All | +342.9% | -80.3% | +423.2% | +349.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling