+96.6%
USB vs CCJ
+70.6%
+26.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +2.4% | -14.5% | +16.9% | +3.7% |
| 30D | +6.6% | -18.1% | +24.6% | +8.3% |
| 3M | -4.1% | -23.0% | +18.9% | -2.1% |
| 6M | +12.5% | -39.4% | +51.9% | +16.9% |
| YTD | +17.6% | -21.7% | +39.3% | +18.9% |
| 1Y | +36.5% | -25.9% | +62.4% | +38.4% |
| All | +96.6% | +70.6% | +26.0% | +87.6% |
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