+62.7%
CCJ vs RL
+250.5%
-187.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | -13.2% | +2.9% | -16.1% | -13.9% |
| 3M | -27.6% | 0.0% | -27.6% | -27.8% |
| 6M | -38.7% | +17.1% | -55.8% | -41.8% |
| YTD | -22.7% | +10.1% | -32.8% | -25.4% |
| 1Y | -17.6% | +17.3% | -34.9% | -21.9% |
| 3Y | +62.7% | +249.3% | -186.6% | +57.2% |
| All | +62.7% | +250.5% | -187.9% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling