+300.2%
CCJ vs CRS
+1,363.4%
-1,063.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.3% |
| 7D | -4.0% | -6.8% | +2.7% | -1.6% |
| 30D | -2.4% | -16.1% | +13.8% | +4.0% |
| 3M | -2.3% | -21.2% | +18.9% | +6.0% |
| 6M | -16.2% | +8.7% | -24.9% | -19.6% |
| YTD | +5.7% | +41.0% | -35.3% | -8.1% |
| 1Y | +21.3% | +82.7% | -61.4% | -5.6% |
| 3Y | +159.4% | +604.8% | -445.4% | +17.9% |
| All | +300.2% | +1,363.4% | -1,063.2% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling