+22.0%
USB vs CCJ
+163.1%
-141.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.0% |
| 7D | 0.0% | -7.3% | +7.3% | +0.9% |
| 30D | +5.8% | -20.0% | +25.8% | +8.7% |
| 3M | -6.0% | -23.8% | +17.9% | -3.0% |
| 6M | +7.8% | -42.4% | +50.2% | +14.9% |
| YTD | +14.6% | -22.1% | +36.7% | +16.3% |
| 1Y | +31.8% | -20.8% | +52.6% | +33.2% |
| 3Y | +91.5% | +75.7% | +15.8% | +63.9% |
| All | +22.0% | +163.1% | -141.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling