-25.9%
UPS vs CCJ
+174.2%
-200.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | -2.1% | +5.9% | -8.1% | -2.6% |
| 30D | -2.3% | +4.7% | -7.0% | -2.7% |
| 3M | -5.2% | -3.3% | -1.9% | -5.2% |
| 6M | +1.4% | -7.0% | +8.4% | +1.5% |
| YTD | +6.1% | +11.5% | -5.3% | +4.7% |
| 1Y | +27.0% | +32.3% | -5.3% | +23.9% |
| 3Y | -25.9% | +176.8% | -202.8% | -33.8% |
| All | -25.9% | +174.2% | -200.2% | -33.8% |
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 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