+1,583.6%
CCJ vs UL
+1,365.6%
+218.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | -1.3% | +2.1% | +1.2% |
| 30D | +6.9% | +0.5% | +6.4% | +6.6% |
| 3M | -11.6% | +17.6% | -29.2% | -17.4% |
| 6M | -16.2% | -5.4% | -10.8% | -15.2% |
| YTD | +10.1% | +0.7% | +9.4% | +8.4% |
| 1Y | +32.3% | -9.3% | +41.5% | +34.8% |
| 3Y | +171.3% | +24.5% | +146.8% | +141.0% |
| 5Y | +372.4% | +23.2% | +349.2% | +315.0% |
| 10Y | +1,070.0% | +64.5% | +1,005.6% | +782.3% |
| All | +1,583.6% | +1,365.6% | +218.1% | +701.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling