+465.6%
CCJ vs UPST
-14.4%
+480.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | +2.7% | +4.4% | -1.7% | +2.2% |
| 30D | -14.4% | -7.7% | -6.7% | -13.7% |
| 3M | -22.6% | -28.4% | +5.8% | -20.1% |
| 6M | -35.4% | -23.2% | -12.3% | -33.9% |
| YTD | -17.6% | -49.1% | +31.5% | -13.0% |
| 1Y | -18.1% | -42.4% | +24.2% | -14.5% |
| 3Y | +79.6% | +5.4% | +74.2% | +68.4% |
| 5Y | +175.3% | -92.9% | +268.2% | +173.6% |
| All | +465.6% | -14.4% | +480.1% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling