+753.7%
CCJ vs URA
+266.3%
+487.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | +0.2% |
| 7D | -0.8% | -1.5% | +0.7% | +0.8% |
| 30D | -13.2% | -10.4% | -2.8% | -2.6% |
| 3M | -27.6% | -29.6% | +2.0% | +4.1% |
| 6M | -38.7% | -40.3% | +1.6% | +4.0% |
| YTD | -22.7% | -25.5% | +2.8% | +2.5% |
| 1Y | -17.6% | -26.4% | +8.8% | +10.2% |
| 3Y | +62.7% | +31.4% | +31.2% | +18.1% |
| 5Y | +159.7% | +28.6% | +131.1% | +94.6% |
| All | +753.7% | +266.3% | +487.4% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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