+841.3%
CCJ vs REPL
-7.7%
+849.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | +5.9% | -5.7% | +11.7% | +6.1% |
| 30D | +4.7% | +22.5% | -17.8% | +3.9% |
| 3M | -3.3% | +64.7% | -68.0% | -6.5% |
| 6M | -7.0% | +83.0% | -90.1% | -14.0% |
| YTD | +11.5% | +52.0% | -40.5% | +3.7% |
| 1Y | +32.3% | +144.5% | -112.3% | +18.6% |
| 3Y | +176.8% | -25.1% | +201.9% | +142.3% |
| 5Y | +351.8% | -52.9% | +404.7% | +299.0% |
| All | +841.3% | -7.7% | +849.0% | +604.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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