-22.5%
CCJ vs RL
+22.6%
-45.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | +0.4% | +1.3% | -0.9% | -0.2% |
| 30D | -17.2% | +7.6% | -24.9% | -19.7% |
| 3M | -25.1% | -1.5% | -23.6% | -24.7% |
| 6M | -37.6% | +12.1% | -49.7% | -40.4% |
| YTD | -20.4% | +13.9% | -34.3% | -26.7% |
| 1Y | -22.5% | +20.7% | -43.2% | -31.0% |
| All | -22.5% | +22.6% | -45.1% | -31.0% |
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