+825.2%
CCJ vs URI
+1,374.0%
-548.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | -7.3% | -9.8% | +2.5% | -4.1% |
| 30D | -20.0% | +1.7% | -21.7% | -20.4% |
| 3M | -23.8% | -9.1% | -14.8% | -21.5% |
| 6M | -42.4% | +9.9% | -52.2% | -44.6% |
| YTD | -22.1% | +31.2% | -53.3% | -31.0% |
| 1Y | -20.8% | +25.9% | -46.8% | -28.8% |
| 3Y | +75.7% | +147.4% | -71.6% | +20.9% |
| 5Y | +167.4% | +179.7% | -12.3% | +70.3% |
| All | +825.2% | +1,374.0% | -548.8% | +288.1% |
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