+656.0%
CCJ vs UPST
+7.9%
+648.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | +0.7% | -3.5% | +4.3% | +1.1% |
| 30D | +6.9% | -7.1% | +14.0% | +7.6% |
| 3M | -11.6% | -13.1% | +1.4% | -10.5% |
| 6M | -16.2% | -1.1% | -15.1% | -16.4% |
| YTD | +10.1% | -35.9% | +46.0% | +13.8% |
| 1Y | +32.3% | -57.4% | +89.7% | +41.1% |
| 3Y | +171.3% | -14.9% | +186.2% | +156.7% |
| 5Y | +372.4% | -88.7% | +461.0% | +356.2% |
| All | +656.0% | +7.9% | +648.2% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling