+2,695.2%
CCJ vs RBA
+3,565.6%
-870.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.7% | -2.9% | +3.7% | +1.8% |
| 30D | +6.9% | -12.3% | +19.2% | +11.5% |
| 3M | -11.6% | -20.5% | +8.9% | -5.4% |
| 6M | -16.2% | -18.5% | +2.3% | -11.3% |
| YTD | +10.1% | -18.2% | +28.3% | +16.0% |
| 1Y | +32.3% | -27.5% | +59.8% | +45.2% |
| 3Y | +171.3% | +38.1% | +133.2% | +134.4% |
| 5Y | +372.4% | +44.8% | +327.6% | +291.3% |
| 10Y | +1,070.0% | +187.1% | +882.9% | +621.7% |
| All | +2,695.2% | +3,565.6% | -870.3% | +971.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling