+1,065.3%
CCJ vs CRS
+1,409.1%
-343.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -3.2% | -4.1% | +0.9% | -1.9% |
| 30D | -1.3% | -16.6% | +15.3% | +4.4% |
| 3M | +2.5% | -14.3% | +16.8% | +7.1% |
| 6M | -18.9% | +11.6% | -30.5% | -22.3% |
| YTD | +6.5% | +42.6% | -36.1% | -5.8% |
| 1Y | +22.8% | +81.8% | -59.0% | -0.4% |
| 3Y | +164.5% | +632.1% | -467.6% | +36.0% |
| 5Y | +303.7% | +1,401.6% | -1,097.9% | +61.6% |
| All | +1,065.3% | +1,409.1% | -343.8% | +324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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