+32.3%
CCJ vs URI
+5.1%
+27.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +5.9% | +2.5% | +3.4% | +5.6% |
| 30D | +4.7% | -12.5% | +17.3% | +6.4% |
| 3M | -3.3% | -6.2% | +2.9% | -2.5% |
| 6M | -7.0% | +25.9% | -32.9% | -9.1% |
| YTD | +11.5% | +26.2% | -14.7% | +8.3% |
| 1Y | +32.3% | +5.5% | +26.8% | +27.5% |
| All | +32.3% | +5.1% | +27.1% | +27.5% |
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