+701.6%
CCJ vs RUN
-31.9%
+733.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.7% | +1.3% | -0.5% | +0.5% |
| 30D | +6.9% | -15.3% | +22.1% | +9.1% |
| 3M | -11.6% | -40.0% | +28.4% | -5.8% |
| 6M | -16.2% | -27.0% | +10.7% | -13.3% |
| YTD | +10.1% | -51.7% | +61.8% | +18.1% |
| 1Y | +32.3% | -45.9% | +78.2% | +38.4% |
| 3Y | +171.3% | -43.8% | +215.1% | +142.5% |
| 5Y | +372.4% | -80.5% | +452.9% | +361.8% |
| 10Y | +1,070.0% | +45.3% | +1,024.8% | +708.7% |
| All | +701.6% | -31.9% | +733.5% | +479.7% |
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