+67.6%
UBER vs CCJ
+591.8%
-524.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +0.6% | -13.2% | +13.8% | +4.6% |
| 3M | -8.2% | -27.6% | +19.5% | +0.4% |
| 6M | -6.7% | -38.7% | +32.0% | +6.4% |
| YTD | -14.7% | -22.7% | +8.0% | -11.7% |
| 1Y | -24.1% | -17.6% | -6.5% | -23.3% |
| 3Y | +33.4% | +62.7% | -29.3% | -3.3% |
| 5Y | +54.5% | +159.7% | -105.3% | -13.0% |
| All | +67.6% | +591.8% | -524.2% | -61.1% |
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