+75.7%
CCJ vs UPST
-29.4%
+105.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.5% |
| 7D | -7.3% | -4.9% | -2.4% | -6.7% |
| 30D | -20.0% | -8.9% | -11.1% | -19.0% |
| 3M | -23.8% | -26.3% | +2.5% | -20.8% |
| 6M | -42.4% | -23.7% | -18.7% | -40.4% |
| YTD | -22.1% | -49.9% | +27.9% | -16.3% |
| 1Y | -20.8% | -42.0% | +21.1% | -16.3% |
| 3Y | +75.7% | -25.3% | +101.0% | +75.4% |
| All | +75.7% | -29.4% | +105.1% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling