+595.7%
CCJ vs REPL
+39.1%
+556.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.6% |
| 7D | +2.7% | +14.2% | -11.5% | +2.2% |
| 30D | -14.4% | +65.9% | -80.3% | -16.1% |
| 3M | -22.6% | +84.6% | -107.2% | -24.5% |
| 6M | -35.4% | +446.9% | -482.4% | -41.3% |
| YTD | -17.6% | +129.0% | -146.6% | -24.6% |
| 1Y | -18.1% | +167.9% | -186.0% | -25.6% |
| 3Y | +79.6% | +93.9% | -14.3% | +46.4% |
| 5Y | +175.3% | -33.0% | +208.2% | +140.2% |
| All | +595.7% | +39.1% | +556.6% | +412.0% |
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