+115.0%
UMC vs CCJ
-26.2%
+141.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -14.7% | -14.5% | -0.2% | -9.4% |
| 30D | -32.9% | -18.1% | -14.8% | -27.8% |
| 3M | -22.2% | -23.0% | +0.8% | -14.9% |
| 6M | +25.9% | -39.4% | +65.3% | +45.9% |
| YTD | +107.9% | -21.7% | +129.6% | +128.9% |
| 1Y | +115.0% | -25.9% | +141.0% | +140.2% |
| All | +115.0% | -26.2% | +141.2% | +140.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling