+462.8%
CCJ vs RUN
-33.9%
+496.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -0.8% | -13.5% | +12.7% | +1.1% |
| 30D | -13.2% | +18.3% | -31.5% | -15.6% |
| 3M | -27.6% | -12.5% | -15.2% | -26.8% |
| 6M | -38.7% | -40.3% | +1.6% | -35.0% |
| YTD | -22.7% | -53.1% | +30.4% | -17.2% |
| 1Y | -17.6% | -54.3% | +36.7% | -11.6% |
| 3Y | +62.7% | -6.5% | +69.2% | +34.4% |
| 5Y | +159.7% | -85.3% | +245.0% | +162.5% |
| 10Y | +769.3% | +68.9% | +700.5% | +491.4% |
| All | +462.8% | -33.9% | +496.7% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling