+158.0%
CCJ vs URA
-51.6%
+209.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | 0.0% | +0.1% |
| 7D | -7.3% | -4.1% | -3.2% | -3.4% |
| 30D | -20.0% | -19.0% | -0.9% | -1.8% |
| 3M | -23.8% | -25.1% | +1.3% | +0.7% |
| 6M | -42.4% | -44.5% | +2.1% | +1.2% |
| YTD | -22.1% | -24.3% | +2.2% | +0.8% |
| 1Y | -20.8% | -28.1% | +7.3% | +7.4% |
| 3Y | +75.7% | +40.7% | +35.1% | +27.8% |
| 5Y | +167.4% | +35.5% | +132.0% | +105.7% |
| 10Y | +826.3% | +281.2% | +545.2% | +203.5% |
| All | +158.0% | -51.6% | +209.6% | +273.6% |
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