+73.6%
USAR vs CCJ
+174.2%
-100.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +2.3% | +5.9% | -3.6% | -0.1% |
| 30D | -8.6% | +4.7% | -13.3% | -10.1% |
| 3M | -20.5% | -3.3% | -17.2% | -19.1% |
| 6M | +1.2% | -7.0% | +8.2% | +6.2% |
| YTD | +48.4% | +11.5% | +36.9% | +52.7% |
| 1Y | +30.6% | +32.3% | -1.7% | +34.6% |
| 3Y | +73.6% | +176.8% | -103.2% | +80.9% |
| All | +73.6% | +174.2% | -100.6% | +80.9% |
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