+169.4%
CCJ vs UL
+21.6%
+147.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.7% |
| 7D | +4.2% | -3.2% | +7.4% | +3.9% |
| 30D | +3.2% | -0.6% | +3.8% | +3.1% |
| 3M | -1.8% | +9.4% | -11.3% | -1.0% |
| 6M | -13.5% | -4.1% | -9.4% | -13.7% |
| YTD | +9.7% | -2.0% | +11.7% | +9.5% |
| 1Y | +30.0% | -9.0% | +39.0% | +29.3% |
| All | +169.4% | +21.6% | +147.8% | +162.0% |
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