+71.6%
CRH vs CCJ
+162.5%
-90.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -6.1% | -4.0% | -2.0% | -5.3% |
| 30D | -9.3% | -2.4% | -6.9% | -9.0% |
| 3M | -15.2% | -2.3% | -12.9% | -15.0% |
| 6M | -14.2% | -16.2% | +2.0% | -12.1% |
| YTD | -28.3% | +5.7% | -33.9% | -29.8% |
| 1Y | -21.8% | +21.3% | -43.0% | -26.2% |
| 3Y | +71.6% | +159.4% | -87.8% | +34.7% |
| All | +71.6% | +162.5% | -90.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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