+2,202.0%
USB vs CCJ
+1,042.0%
+1,160.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -1.2% |
| 7D | -1.5% | -18.2% | +16.7% | +2.1% |
| 30D | +4.3% | -26.5% | +30.8% | +10.1% |
| 3M | -6.1% | -27.5% | +21.4% | -0.9% |
| 6M | +9.4% | -40.3% | +49.7% | +18.8% |
| YTD | +15.2% | -25.3% | +40.5% | +18.8% |
| 1Y | +32.8% | -28.1% | +60.9% | +37.5% |
| 3Y | +91.3% | +63.8% | +27.5% | +61.8% |
| 5Y | +22.7% | +156.3% | -133.6% | -8.4% |
| 10Y | +97.0% | +787.8% | -690.7% | +4.5% |
| All | +2,202.0% | +1,042.0% | +1,160.0% | +1,175.7% |
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