+2,224.6%
CCJ vs RL
+1,366.2%
+858.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | +6.9% | -7.8% | +14.6% | +9.1% |
| 3M | -11.6% | -4.0% | -7.6% | -10.8% |
| 6M | -16.2% | -1.9% | -14.3% | -16.2% |
| YTD | +10.1% | -0.2% | +10.3% | +9.5% |
| 1Y | +32.3% | +10.7% | +21.6% | +27.5% |
| 3Y | +171.3% | +210.8% | -39.5% | +93.5% |
| 5Y | +372.4% | +238.2% | +134.2% | +224.2% |
| 10Y | +1,070.0% | +313.4% | +756.7% | +605.6% |
| All | +2,224.6% | +1,366.2% | +858.5% | +913.5% |
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