+753.7%
CCJ vs UL
+107.7%
+646.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -13.2% | +3.7% | -16.9% | -14.0% |
| 3M | -27.6% | +5.6% | -33.3% | -28.7% |
| 6M | -38.7% | +17.2% | -55.9% | -41.3% |
| YTD | -22.7% | +3.9% | -26.5% | -24.1% |
| 1Y | -17.6% | 0.0% | -17.6% | -18.4% |
| 3Y | +62.7% | +34.8% | +27.9% | +45.1% |
| 5Y | +159.7% | +32.4% | +127.4% | +130.2% |
| All | +753.7% | +107.7% | +646.0% | +640.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling