+1,066.3%
CCJ vs URI
+1,150.6%
-84.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | +0.7% | -2.0% | +2.7% | +1.4% |
| 30D | +6.9% | -12.9% | +19.8% | +11.8% |
| 3M | -11.6% | -6.7% | -4.9% | -9.9% |
| 6M | -16.2% | +19.0% | -35.2% | -22.3% |
| YTD | +10.1% | +25.5% | -15.4% | -0.8% |
| 1Y | +32.3% | +5.5% | +26.7% | +26.1% |
| 3Y | +171.3% | +111.3% | +60.0% | +97.5% |
| 5Y | +372.4% | +198.6% | +173.8% | +196.5% |
| All | +1,066.3% | +1,150.6% | -84.3% | +401.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling