+157.0%
CCJ vs URA
+33.4%
+123.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | 0.0% | -0.2% |
| 7D | -7.3% | -4.1% | -3.2% | -3.2% |
| 30D | -20.0% | -19.0% | -0.9% | -0.6% |
| 3M | -23.8% | -25.1% | +1.3% | +2.2% |
| 6M | -42.4% | -44.5% | +2.1% | +4.6% |
| YTD | -22.1% | -24.3% | +2.2% | +1.3% |
| 1Y | -20.8% | -28.1% | +7.3% | +8.2% |
| 3Y | +75.7% | +40.7% | +35.1% | +18.7% |
| All | +157.0% | +33.4% | +123.6% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling