+263.0%
UMC vs CCJ
+172.7%
+90.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +13.6% | +4.2% | +9.4% | +12.5% |
| 30D | +20.8% | +3.2% | +17.6% | +19.6% |
| 3M | +16.1% | -1.8% | +18.0% | +16.2% |
| 6M | +137.3% | -13.5% | +150.8% | +142.0% |
| YTD | +193.8% | +9.7% | +184.0% | +186.8% |
| 1Y | +236.1% | +30.0% | +206.1% | +215.5% |
| All | +263.0% | +172.7% | +90.3% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling