+240.3%
UMC vs CCJ
+22.0%
+218.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.6% |
| 7D | +9.0% | -4.0% | +13.0% | +10.2% |
| 30D | +17.2% | -2.4% | +19.6% | +17.6% |
| 3M | +11.4% | -2.3% | +13.7% | +11.4% |
| 6M | +137.5% | -16.2% | +153.7% | +143.5% |
| YTD | +193.1% | +5.7% | +187.4% | +192.3% |
| 1Y | +240.3% | +21.3% | +219.0% | +233.8% |
| All | +240.3% | +22.0% | +218.3% | +233.8% |
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 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