+163.9%
CCJ vs UPST
-92.5%
+256.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -0.8% | -10.6% | +9.8% | +0.6% |
| 30D | -13.2% | -14.0% | +0.8% | -11.6% |
| 3M | -27.6% | -36.8% | +9.2% | -23.4% |
| 6M | -38.7% | -27.5% | -11.2% | -36.3% |
| YTD | -22.7% | -55.3% | +32.6% | -15.8% |
| 1Y | -17.6% | -47.5% | +30.0% | -11.9% |
| 3Y | +62.7% | -10.4% | +73.1% | +51.0% |
| All | +163.9% | -92.5% | +256.4% | +219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling