-25.9%
CCJ vs RBA
-2.0%
-23.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -14.5% | +12.7% | -27.2% | -15.8% |
| 30D | -18.1% | +15.5% | -33.6% | -19.7% |
| 3M | -23.0% | -14.0% | -9.0% | -20.3% |
| 6M | -39.4% | -8.8% | -30.6% | -38.7% |
| YTD | -21.7% | -6.9% | -14.7% | -25.6% |
| 1Y | -25.9% | -3.0% | -22.9% | -31.8% |
| All | -25.9% | -2.0% | -23.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling