+2,318.8%
USB vs CCJ
+1,583.6%
+735.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -1.3% | +6.9% | -8.2% | -2.7% |
| 3M | +15.2% | -11.6% | +26.9% | +17.1% |
| 6M | +18.8% | -16.2% | +35.0% | +21.2% |
| YTD | +21.0% | +10.1% | +10.9% | +16.7% |
| 1Y | +34.0% | +32.3% | +1.7% | +23.3% |
| 3Y | +95.3% | +171.3% | -76.0% | +50.8% |
| 5Y | +40.4% | +372.4% | -332.0% | -6.9% |
| 10Y | +107.3% | +1,070.0% | -962.7% | +4.8% |
| All | +2,318.8% | +1,583.6% | +735.1% | +1,152.8% |
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