+1,080.5%
CCJ vs RL
+304.3%
+776.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.6% |
| 7D | +5.9% | +1.9% | +4.1% | +5.4% |
| 30D | +4.7% | -12.2% | +16.9% | +8.6% |
| 3M | -3.3% | -6.6% | +3.4% | -1.5% |
| 6M | -7.0% | +3.2% | -10.2% | -8.3% |
| YTD | +11.5% | -1.3% | +12.7% | +11.1% |
| 1Y | +32.3% | +13.6% | +18.7% | +26.3% |
| 3Y | +176.8% | +210.9% | -34.0% | +94.2% |
| 5Y | +351.8% | +246.9% | +104.9% | +201.7% |
| 10Y | +1,080.5% | +310.1% | +770.4% | +635.3% |
| All | +1,080.5% | +304.3% | +776.2% | +635.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling