+2,251.3%
USB vs CCJ
+1,098.0%
+1,153.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +2.4% | -14.5% | +16.9% | +5.3% |
| 30D | +6.6% | -18.1% | +24.6% | +10.2% |
| 3M | -4.1% | -23.0% | +18.9% | +0.1% |
| 6M | +12.5% | -39.4% | +51.9% | +21.8% |
| YTD | +17.6% | -21.7% | +39.3% | +20.3% |
| 1Y | +36.5% | -25.9% | +62.4% | +40.7% |
| 3Y | +95.4% | +71.9% | +23.5% | +63.9% |
| 5Y | +26.1% | +167.3% | -141.2% | -6.5% |
| 10Y | +101.3% | +831.3% | -730.0% | +5.8% |
| All | +2,251.3% | +1,098.0% | +1,153.3% | +1,191.8% |
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