+243.6%
UMC vs CCJ
+5,751.3%
-5,507.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +5.0% | +0.7% | +4.2% | +4.6% |
| 30D | +7.7% | +6.9% | +0.8% | +5.2% |
| 3M | +1.7% | -11.6% | +13.3% | +5.5% |
| 6M | +113.9% | -16.2% | +130.1% | +123.7% |
| YTD | +168.9% | +10.1% | +158.8% | +157.2% |
| 1Y | +207.2% | +32.3% | +174.9% | +172.9% |
| 3Y | +227.7% | +171.3% | +56.4% | +120.0% |
| 5Y | +118.0% | +372.4% | -254.3% | +14.6% |
| 10Y | +1,682.1% | +1,070.0% | +612.1% | +469.1% |
| All | +243.6% | +5,751.3% | -5,507.8% | -40.6% |
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