+1,118.4%
CCJ vs RBA
+191.1%
+927.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.9% |
| 7D | +5.9% | -1.1% | +7.0% | +6.3% |
| 30D | +4.7% | -13.2% | +17.9% | +9.3% |
| 3M | -3.3% | -21.4% | +18.1% | +3.4% |
| 6M | -7.0% | -20.9% | +13.8% | -0.9% |
| YTD | +11.5% | -19.9% | +31.3% | +17.7% |
| 1Y | +32.3% | -28.7% | +60.9% | +45.1% |
| 3Y | +176.8% | +27.4% | +149.4% | +147.3% |
| 5Y | +351.8% | +41.7% | +310.1% | +278.7% |
| All | +1,118.4% | +191.1% | +927.2% | +631.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling