+346.3%
CCJ vs RBA
+47.5%
+298.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.7% | -2.9% | +3.7% | +1.7% |
| 30D | +6.9% | -12.3% | +19.2% | +11.3% |
| 3M | -11.6% | -20.5% | +8.9% | -5.9% |
| 6M | -16.2% | -18.5% | +2.3% | -11.7% |
| YTD | +10.1% | -18.2% | +28.3% | +15.3% |
| 1Y | +32.3% | -27.5% | +59.8% | +44.3% |
| 3Y | +171.3% | +38.1% | +133.2% | +134.1% |
| All | +346.3% | +47.5% | +298.8% | +234.3% |
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