-25.9%
CCJ vs RL
+34.3%
-60.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -3.0% |
| 7D | -14.5% | +5.8% | -20.3% | -16.4% |
| 30D | -18.1% | +12.7% | -30.8% | -21.9% |
| 3M | -23.0% | +9.3% | -32.3% | -25.9% |
| 6M | -39.4% | +16.9% | -56.3% | -43.1% |
| YTD | -21.7% | +17.5% | -39.1% | -28.7% |
| 1Y | -25.9% | +34.6% | -60.6% | -40.7% |
| All | -25.9% | +34.3% | -60.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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