+259.5%
UPS vs CCJ
+3,906.3%
-3,646.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | +17.9% | -13.7% | +31.6% | +20.2% |
| 3M | +9.4% | -24.7% | +34.1% | +13.4% |
| 6M | +16.2% | -38.1% | +54.3% | +23.4% |
| YTD | +18.8% | -18.8% | +37.5% | +20.4% |
| 1Y | +26.1% | -19.5% | +45.6% | +27.7% |
| 3Y | -4.5% | +75.9% | -80.4% | -16.6% |
| 5Y | -33.2% | +173.1% | -206.3% | -47.1% |
| 10Y | +44.3% | +813.5% | -769.2% | -12.2% |
| All | +259.5% | +3,906.3% | -3,646.9% | +95.2% |
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