+157.0%
CCJ vs RBA
+37.7%
+119.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.7% |
| 7D | -7.3% | +4.3% | -11.6% | -8.6% |
| 30D | -20.0% | +16.3% | -36.3% | -23.9% |
| 3M | -23.8% | +1.3% | -25.2% | -24.5% |
| 6M | -42.4% | -11.1% | -31.3% | -41.0% |
| YTD | -22.1% | -8.5% | -13.6% | -21.6% |
| 1Y | -20.8% | -2.1% | -18.7% | -22.2% |
| 3Y | +75.7% | +44.6% | +31.2% | +49.2% |
| All | +157.0% | +37.7% | +119.3% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling