-33.2%
UPS vs CCJ
+182.9%
-216.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | -1.6% | +3.7% | -5.3% | -2.0% |
| 30D | +17.9% | -13.7% | +31.6% | +19.7% |
| 3M | +9.4% | -24.7% | +34.1% | +12.5% |
| 6M | +16.2% | -38.1% | +54.3% | +21.6% |
| YTD | +18.8% | -18.8% | +37.5% | +20.0% |
| 1Y | +26.1% | -19.5% | +45.6% | +27.3% |
| 3Y | -4.5% | +75.9% | -80.4% | -15.0% |
| 5Y | -33.2% | +173.1% | -206.3% | -47.3% |
| All | -33.2% | +182.9% | -216.1% | -47.3% |
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