+772.6%
CCJ vs CRL
+353.6%
+419.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | +0.4% | -1.7% | +2.2% | +0.8% |
| 30D | -17.2% | +14.6% | -31.8% | -20.1% |
| 3M | -25.1% | +24.8% | -50.0% | -29.3% |
| 6M | -37.6% | +94.7% | -132.3% | -47.9% |
| YTD | -20.4% | +73.4% | -93.7% | -32.1% |
| 1Y | -22.5% | +104.7% | -127.2% | -36.9% |
| 3Y | +72.5% | +101.1% | -28.6% | +31.2% |
| 5Y | +179.9% | -10.8% | +190.7% | +169.8% |
| 10Y | +772.6% | +358.8% | +413.8% | +383.5% |
| All | +772.6% | +353.6% | +419.0% | +383.5% |
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