+163.9%
CCJ vs URI
+203.0%
-39.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -0.8% | +6.7% | -7.5% | -3.1% |
| 30D | -13.2% | +8.9% | -22.0% | -15.9% |
| 3M | -27.6% | +0.5% | -28.2% | -27.9% |
| 6M | -38.7% | +20.7% | -59.4% | -43.3% |
| YTD | -22.7% | +40.0% | -62.7% | -34.2% |
| 1Y | -17.6% | +34.4% | -52.0% | -28.6% |
| 3Y | +62.7% | +149.5% | -86.8% | +1.5% |
| All | +163.9% | +203.0% | -39.1% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling