+251.3%
UAL vs CCJ
+256.7%
-5.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | -16.1% | +6.9% | -23.0% | -17.8% |
| 3M | +6.1% | -11.6% | +17.8% | +9.5% |
| 6M | +10.8% | -16.2% | +27.1% | +15.3% |
| YTD | -0.4% | +10.1% | -10.5% | -5.1% |
| 1Y | +5.0% | +32.3% | -27.2% | -7.3% |
| 3Y | +124.0% | +171.3% | -47.3% | +51.6% |
| 5Y | +141.0% | +372.4% | -231.4% | +29.4% |
| 10Y | +118.0% | +1,070.0% | -952.0% | -19.7% |
| All | +251.3% | +256.7% | -5.3% | +26.2% |
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