+1,065.3%
CCJ vs UL
+65.6%
+999.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -3.2% | -4.1% | +0.9% | -2.3% |
| 30D | -1.3% | -1.2% | -0.1% | -1.1% |
| 3M | +2.5% | +6.0% | -3.5% | +0.9% |
| 6M | -18.9% | -5.5% | -13.4% | -18.1% |
| YTD | +6.5% | -3.3% | +9.8% | +6.5% |
| 1Y | +22.8% | -9.8% | +32.6% | +24.7% |
| 3Y | +164.5% | +20.1% | +144.3% | +144.1% |
| 5Y | +303.7% | +19.2% | +284.5% | +268.9% |
| All | +1,065.3% | +65.6% | +999.7% | +944.6% |
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