+74.9%
USAR vs CCJ
+222.3%
-147.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | +2.6% | +6.9% | -4.2% | +0.3% |
| 3M | -35.0% | -11.6% | -23.4% | -31.6% |
| 6M | -6.9% | -16.2% | +9.3% | 0.0% |
| YTD | +48.0% | +10.1% | +37.9% | +53.0% |
| 1Y | +24.8% | +32.3% | -7.5% | +29.2% |
| 3Y | +73.2% | +171.3% | -98.1% | +81.3% |
| All | +74.9% | +222.3% | -147.4% | +83.2% |
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