+813.5%
CCJ vs CRL
+358.0%
+455.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +3.7% | +5.0% | -1.3% | +2.4% |
| 30D | -13.7% | +13.5% | -27.2% | -16.5% |
| 3M | -24.7% | +21.5% | -46.2% | -28.5% |
| 6M | -38.1% | +103.4% | -141.6% | -48.9% |
| YTD | -18.8% | +71.8% | -90.6% | -30.6% |
| 1Y | -19.5% | +97.5% | -117.0% | -33.8% |
| 3Y | +75.9% | +99.2% | -23.4% | +34.2% |
| 5Y | +173.1% | -12.1% | +185.3% | +164.3% |
| 10Y | +813.5% | +359.2% | +454.3% | +414.6% |
| All | +813.5% | +358.0% | +455.5% | +414.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling