+62.7%
CCJ vs UL
+36.1%
+26.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -0.6% |
| 30D | -13.2% | +4.5% | -17.7% | -12.5% |
| 3M | -27.6% | +6.5% | -34.1% | -26.9% |
| 6M | -38.7% | +18.2% | -56.9% | -37.2% |
| YTD | -22.7% | +4.7% | -27.4% | -22.1% |
| 1Y | -17.6% | +0.8% | -18.3% | -17.3% |
| 3Y | +62.7% | +35.9% | +26.8% | +69.0% |
| All | +62.7% | +36.1% | +26.6% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling