+94.1%
CRH vs CCJ
+281.7%
-187.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | -15.2% | -2.3% | -12.9% | -15.0% |
| 6M | -14.2% | -16.2% | +2.0% | -11.8% |
| YTD | -28.3% | +5.7% | -33.9% | -30.1% |
| 1Y | -21.8% | +21.3% | -43.0% | -26.8% |
| 3Y | +71.6% | +159.4% | -87.8% | +30.4% |
| All | +94.1% | +281.7% | -187.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling