+236.3%
UNH vs CCJ
+1,074.4%
-838.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.0% |
| 7D | -3.2% | -3.2% | 0.0% | -2.9% |
| 30D | -3.5% | -1.3% | -2.1% | -3.4% |
| 3M | -4.2% | +2.5% | -6.7% | -4.6% |
| 6M | +38.3% | -18.9% | +57.2% | +39.9% |
| YTD | +19.2% | +6.5% | +12.7% | +17.3% |
| 1Y | +15.0% | +22.8% | -7.9% | +11.1% |
| 3Y | -14.5% | +164.5% | -179.0% | -25.5% |
| 5Y | +4.6% | +303.7% | -299.1% | -15.5% |
| All | +236.3% | +1,074.4% | -838.1% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling