+1,545.3%
CCJ vs RL
+1,476.5%
+68.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | -7.3% | -4.2% | -3.1% | -6.3% |
| 30D | -20.0% | +4.3% | -24.2% | -20.9% |
| 3M | -23.8% | -4.6% | -19.2% | -23.0% |
| 6M | -42.4% | +1.7% | -44.1% | -43.0% |
| YTD | -22.1% | +7.3% | -29.4% | -24.1% |
| 1Y | -20.8% | +20.8% | -41.6% | -25.4% |
| 3Y | +75.7% | +247.0% | -171.2% | +21.6% |
| 5Y | +167.4% | +225.5% | -58.0% | +85.3% |
| 10Y | +826.3% | +363.0% | +463.3% | +441.7% |
| All | +1,545.3% | +1,476.5% | +68.8% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling