+65.1%
CCJ vs UPST
-6.9%
+72.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.9% | +3.4% | -2.5% |
| 7D | +5.0% | -13.5% | +18.6% | +7.2% |
| 30D | -16.7% | -19.6% | +3.0% | -14.1% |
| 3M | -27.5% | -34.2% | +6.7% | -23.4% |
| 6M | -38.6% | -31.2% | -7.4% | -35.5% |
| YTD | -21.5% | -56.2% | +34.7% | -14.1% |
| 1Y | -22.3% | -51.7% | +29.4% | -15.8% |
| All | +65.1% | -6.9% | +72.0% | +69.7% |
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 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