+191.9%
UAL vs CCJ
+69.8%
+122.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.1% |
| 7D | +0.7% | +5.0% | -4.4% | -0.5% |
| 30D | +7.8% | -16.7% | +24.4% | +12.8% |
| 3M | -11.1% | -27.5% | +16.4% | -3.8% |
| 6M | +16.1% | -38.6% | +54.7% | +29.9% |
| YTD | -0.5% | -21.5% | +21.0% | +4.0% |
| 1Y | +11.3% | -22.3% | +33.6% | +16.2% |
| All | +191.9% | +69.8% | +122.1% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling