+30.0%
CCJ vs RBA
-29.1%
+59.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | +4.2% | -1.9% | +6.1% | +4.6% |
| 30D | +3.2% | -13.0% | +16.2% | +6.6% |
| 3M | -1.8% | -23.1% | +21.3% | +3.2% |
| 6M | -13.5% | -22.6% | +9.0% | -9.7% |
| YTD | +9.7% | -20.4% | +30.1% | +9.0% |
| 1Y | +30.0% | -29.6% | +59.6% | +33.2% |
| All | +30.0% | -29.1% | +59.1% | +33.2% |
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