+562.6%
CCJ vs REPL
+37.4%
+525.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | +5.0% | +9.8% | -4.7% | +4.7% |
| 30D | -16.7% | +81.5% | -98.2% | -18.6% |
| 3M | -27.5% | +44.2% | -71.7% | -28.6% |
| 6M | -38.6% | +437.4% | -476.0% | -44.2% |
| YTD | -21.5% | +126.1% | -147.7% | -28.2% |
| 1Y | -22.3% | +143.1% | -165.4% | -29.1% |
| 3Y | +69.9% | +97.8% | -28.0% | +38.0% |
| 5Y | +163.6% | -34.3% | +197.9% | +130.1% |
| All | +562.6% | +37.4% | +525.2% | +387.8% |
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