-17.6%
CCJ vs UL
-0.1%
-17.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.7% |
| 30D | -13.2% | +3.7% | -16.9% | -12.5% |
| 3M | -27.6% | +5.6% | -33.3% | -26.9% |
| 6M | -38.7% | +17.2% | -55.9% | -37.1% |
| YTD | -22.7% | +3.9% | -26.5% | -22.5% |
| 1Y | -17.6% | 0.0% | -17.6% | -17.4% |
| All | -17.6% | -0.1% | -17.4% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling