+844.8%
CCJ vs RL
+397.7%
+447.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +4.0% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -14.4% | +7.3% | -21.7% | -16.2% |
| 3M | -22.6% | +1.0% | -23.7% | -23.0% |
| 6M | -35.4% | +11.8% | -47.2% | -37.9% |
| YTD | -17.6% | +13.6% | -31.2% | -21.3% |
| 1Y | -18.1% | +24.0% | -42.2% | -23.8% |
| 3Y | +79.6% | +256.6% | -177.0% | +20.6% |
| 5Y | +175.3% | +240.2% | -65.0% | +82.6% |
| 10Y | +844.8% | +373.0% | +471.9% | +464.6% |
| All | +844.8% | +397.7% | +447.2% | +464.6% |
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