+351.8%
CCJ vs CRL
-37.4%
+389.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.8% |
| 7D | +5.9% | -0.6% | +6.5% | +6.0% |
| 30D | +4.7% | +5.0% | -0.3% | +3.7% |
| 3M | -3.3% | +50.6% | -53.9% | -11.4% |
| 6M | -7.0% | +60.9% | -68.0% | -16.7% |
| YTD | +11.5% | +40.7% | -29.3% | +2.4% |
| 1Y | +32.3% | +73.3% | -41.0% | +15.2% |
| 3Y | +176.8% | +40.6% | +136.3% | +141.0% |
| 5Y | +351.8% | -37.0% | +388.8% | +286.6% |
| All | +351.8% | -37.4% | +389.2% | +286.6% |
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 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