+2,074.1%
CCJ vs URI
+7,462.1%
-5,387.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.1% |
| 7D | -7.3% | -9.8% | +2.5% | -5.1% |
| 30D | -20.0% | +1.7% | -21.7% | -20.3% |
| 3M | -23.8% | -9.1% | -14.8% | -22.2% |
| 6M | -42.4% | +9.9% | -52.2% | -43.9% |
| YTD | -22.1% | +31.2% | -53.3% | -28.1% |
| 1Y | -20.8% | +25.9% | -46.8% | -26.2% |
| 3Y | +75.7% | +147.4% | -71.6% | +38.3% |
| 5Y | +167.4% | +179.7% | -12.3% | +102.6% |
| 10Y | +826.3% | +1,419.5% | -593.2% | +365.8% |
| All | +2,074.1% | +7,462.1% | -5,387.9% | +587.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling