+349.8%
CCJ vs UL
+21.6%
+328.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +5.9% | -1.3% | +7.2% | +6.1% |
| 30D | +4.7% | +0.9% | +3.8% | +4.6% |
| 3M | -3.3% | +14.2% | -17.5% | -5.4% |
| 6M | -7.0% | -3.2% | -3.8% | -6.6% |
| YTD | +11.5% | -0.3% | +11.8% | +11.1% |
| 1Y | +32.3% | -8.8% | +41.0% | +33.9% |
| 3Y | +176.8% | +23.9% | +153.0% | +154.1% |
| All | +349.8% | +21.6% | +328.2% | +295.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling