+346.1%
CCJ vs URI
+200.7%
+145.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +0.7% | -2.0% | +2.7% | +1.5% |
| 30D | +6.9% | -12.9% | +19.8% | +12.3% |
| 3M | -11.6% | -6.7% | -4.9% | -9.7% |
| 6M | -16.2% | +19.0% | -35.2% | -22.9% |
| YTD | +10.1% | +25.5% | -15.4% | -2.2% |
| 1Y | +32.3% | +5.5% | +26.7% | +25.7% |
| 3Y | +171.3% | +111.3% | +60.0% | +82.4% |
| All | +346.1% | +200.7% | +145.5% | +131.2% |
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