+82.2%
UBER vs CCJ
+885.4%
-803.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +11.1% | +6.9% | +4.3% | +8.5% |
| 3M | +4.9% | -11.6% | +16.6% | +8.1% |
| 6M | -1.2% | -16.2% | +15.1% | +2.3% |
| YTD | -7.3% | +10.1% | -17.4% | -13.3% |
| 1Y | -17.6% | +32.3% | -49.9% | -29.3% |
| 3Y | +61.1% | +171.3% | -110.2% | -1.4% |
| 5Y | +87.9% | +372.4% | -284.5% | -14.6% |
| All | +82.2% | +885.4% | -803.1% | -61.8% |
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