+1,099.7%
CCJ vs CRL
+244.4%
+855.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | +4.2% | -4.6% | +8.8% | +5.4% |
| 30D | +3.2% | +0.5% | +2.7% | +3.1% |
| 3M | -1.8% | +46.6% | -48.4% | -11.2% |
| 6M | -13.5% | +57.3% | -70.8% | -23.9% |
| YTD | +9.7% | +39.5% | -29.8% | -0.8% |
| 1Y | +30.0% | +76.9% | -46.9% | +9.3% |
| 3Y | +172.6% | +39.4% | +133.2% | +131.1% |
| 5Y | +342.9% | -37.2% | +380.1% | +364.9% |
| 10Y | +1,099.7% | +253.4% | +846.3% | +654.7% |
| All | +1,099.7% | +244.4% | +855.3% | +654.7% |
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