+163.9%
CCJ vs CRL
-12.1%
+176.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -13.2% | +11.9% | -25.1% | -15.4% |
| 3M | -27.6% | +20.2% | -47.8% | -30.6% |
| 6M | -38.7% | +107.5% | -146.2% | -48.4% |
| YTD | -22.7% | +69.4% | -92.1% | -32.4% |
| 1Y | -17.6% | +99.7% | -117.3% | -30.8% |
| 3Y | +62.7% | +98.8% | -36.1% | +26.1% |
| All | +163.9% | -12.1% | +176.0% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling