+1,082.1%
CCJ vs UL
+1,423.5%
-341.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -13.2% | +4.5% | -17.7% | -14.9% |
| 3M | -27.6% | +6.5% | -34.1% | -29.6% |
| 6M | -38.7% | +18.2% | -56.9% | -43.1% |
| YTD | -22.7% | +4.7% | -27.4% | -25.3% |
| 1Y | -17.6% | +0.8% | -18.3% | -19.4% |
| 3Y | +62.7% | +35.9% | +26.8% | +39.1% |
| 5Y | +159.7% | +33.4% | +126.3% | +120.5% |
| 10Y | +769.3% | +106.9% | +662.4% | +496.2% |
| All | +1,082.1% | +1,423.5% | -341.4% | +452.6% |
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