-19.9%
CCJ vs REPL
+163.1%
-183.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.6% |
| 7D | +2.7% | +14.2% | -11.5% | +2.4% |
| 30D | -14.4% | +65.9% | -80.3% | -15.4% |
| 3M | -22.6% | +84.6% | -107.2% | -23.6% |
| 6M | -35.4% | +446.9% | -482.4% | -38.6% |
| YTD | -17.6% | +129.0% | -146.6% | -26.0% |
| All | -19.9% | +163.1% | -183.0% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling