+255.6%
UAL vs CCJ
+152.4%
+103.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +0.8% |
| 7D | +8.2% | -7.3% | +15.4% | +10.5% |
| 30D | +2.3% | -20.0% | +22.3% | +9.1% |
| 3M | -12.7% | -23.8% | +11.2% | -5.8% |
| 6M | +12.7% | -42.4% | +55.1% | +31.2% |
| YTD | +0.8% | -22.1% | +22.9% | +6.0% |
| 1Y | +17.8% | -20.8% | +38.6% | +22.8% |
| 3Y | +206.7% | +75.7% | +131.0% | +136.3% |
| 5Y | +113.9% | +167.4% | -53.6% | +37.6% |
| 10Y | +97.0% | +826.3% | -729.3% | -22.3% |
| All | +255.6% | +152.4% | +103.2% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling