+264.5%
CCJ vs URA
-31.1%
+295.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.6% |
| 7D | +0.7% | +1.1% | -0.3% | -0.3% |
| 30D | +6.9% | +7.4% | -0.5% | -0.3% |
| 3M | -11.6% | -8.4% | -3.3% | -4.2% |
| 6M | -16.2% | -12.7% | -3.5% | -4.8% |
| YTD | +10.1% | +7.8% | +2.3% | +1.3% |
| 1Y | +32.3% | +19.5% | +12.8% | +9.7% |
| 3Y | +171.3% | +116.4% | +54.9% | +30.3% |
| 5Y | +372.4% | +134.3% | +238.1% | +114.7% |
| 10Y | +1,070.0% | +359.3% | +710.8% | +211.7% |
| All | +264.5% | -31.1% | +295.6% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling