+163.6%
CCJ vs RUN
-85.5%
+249.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.1% | +2.6% | -2.6% |
| 7D | +5.0% | -13.7% | +18.7% | +7.1% |
| 30D | -16.7% | +9.4% | -26.1% | -18.1% |
| 3M | -27.5% | -13.4% | -14.1% | -26.5% |
| 6M | -38.6% | -39.6% | +1.0% | -35.0% |
| YTD | -21.5% | -53.7% | +32.2% | -15.9% |
| 1Y | -22.3% | -56.2% | +33.9% | -16.2% |
| 3Y | +69.9% | -9.7% | +79.6% | +35.9% |
| 5Y | +163.6% | -85.5% | +249.1% | +189.4% |
| All | +163.6% | -85.5% | +249.1% | +189.4% |
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