-33.5%
UPS vs CCJ
+347.8%
-381.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | -3.7% | +4.2% | -7.9% | -4.1% |
| 30D | -3.7% | +3.2% | -6.9% | -4.1% |
| 3M | -6.6% | -1.8% | -4.7% | -6.6% |
| 6M | +2.6% | -13.5% | +16.1% | +3.6% |
| YTD | +4.8% | +9.7% | -5.0% | +2.7% |
| 1Y | +25.3% | +30.0% | -4.7% | +20.1% |
| 3Y | -26.9% | +172.6% | -199.5% | -37.8% |
| 5Y | -33.5% | +342.9% | -376.4% | -49.0% |
| All | -33.5% | +347.8% | -381.3% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling