+1,583.6%
CCJ vs CRS
+5,018.5%
-3,434.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | +6.9% | -16.6% | +23.5% | +14.0% |
| 3M | -11.6% | -3.5% | -8.2% | -11.0% |
| 6M | -16.2% | +15.4% | -31.7% | -21.2% |
| YTD | +10.1% | +51.2% | -41.1% | -6.6% |
| 1Y | +32.3% | +98.3% | -66.0% | 0.0% |
| 3Y | +171.3% | +651.5% | -480.2% | +20.8% |
| 5Y | +372.4% | +1,411.1% | -1,038.7% | +55.5% |
| 10Y | +1,070.0% | +1,424.3% | -354.3% | +215.1% |
| All | +1,583.6% | +5,018.5% | -3,434.8% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling