+157.0%
CCJ vs REPL
-35.6%
+192.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.0% | -3.6% | +4.1% |
| 7D | -7.3% | +22.8% | -30.1% | -7.8% |
| 30D | -20.0% | +63.8% | -83.7% | -21.1% |
| 3M | -23.8% | +68.1% | -92.0% | -25.0% |
| 6M | -42.4% | +528.5% | -570.9% | -46.5% |
| YTD | -22.1% | +122.4% | -144.5% | -26.9% |
| 1Y | -20.8% | +154.4% | -175.2% | -26.1% |
| 3Y | +75.7% | +68.0% | +7.7% | +53.3% |
| All | +157.0% | -35.6% | +192.6% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling