+169.4%
CCJ vs CRS
+636.8%
-467.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +3.2% | -18.1% | +21.3% | +10.3% |
| 3M | -1.8% | -12.4% | +10.6% | +2.2% |
| 6M | -13.5% | +15.9% | -29.5% | -18.6% |
| YTD | +9.7% | +45.8% | -36.1% | -4.3% |
| 1Y | +30.0% | +87.8% | -57.8% | +3.1% |
| All | +169.4% | +636.8% | -467.4% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling