-25.9%
CCJ vs URI
+33.3%
-59.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.4% |
| 7D | -14.5% | -4.3% | -10.2% | -13.7% |
| 30D | -18.1% | +4.6% | -22.7% | -18.6% |
| 3M | -23.0% | -2.1% | -20.9% | -22.8% |
| 6M | -39.4% | +21.9% | -61.3% | -41.0% |
| YTD | -21.7% | +39.7% | -61.3% | -30.1% |
| 1Y | -25.9% | +32.9% | -58.8% | -31.6% |
| All | -25.9% | +33.3% | -59.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling