+75.7%
CCJ vs REPL
+48.4%
+27.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.0% | -3.6% | +4.3% |
| 7D | -7.3% | +22.8% | -30.1% | -7.5% |
| 30D | -20.0% | +63.8% | -83.7% | -20.3% |
| 3M | -23.8% | +68.1% | -92.0% | -24.2% |
| 6M | -42.4% | +528.5% | -570.9% | -43.5% |
| YTD | -22.1% | +122.4% | -144.5% | -23.8% |
| 1Y | -20.8% | +154.4% | -175.2% | -22.6% |
| 3Y | +75.7% | +68.0% | +7.7% | +77.2% |
| All | +75.7% | +48.4% | +27.3% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling