+259.3%
UPS vs CCJ
+3,712.8%
-3,453.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +17.4% | -13.2% | +30.5% | +19.5% |
| 3M | +8.2% | -27.6% | +35.8% | +12.8% |
| 6M | +17.9% | -38.7% | +56.6% | +25.4% |
| YTD | +18.7% | -22.7% | +41.4% | +21.2% |
| 1Y | +24.8% | -17.6% | +42.4% | +26.0% |
| 3Y | -4.5% | +62.7% | -67.2% | -15.8% |
| 5Y | -33.2% | +159.7% | -192.9% | -46.8% |
| 10Y | +44.2% | +769.3% | -725.1% | -11.6% |
| All | +259.3% | +3,712.8% | -3,453.5% | +96.4% |
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 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