+1,878.4%
CCJ vs RBA
+4,003.4%
-2,125.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.8% |
| 7D | -7.3% | +4.3% | -11.6% | -8.7% |
| 30D | -20.0% | +16.3% | -36.3% | -24.3% |
| 3M | -23.8% | +1.3% | -25.2% | -24.8% |
| 6M | -42.4% | -11.1% | -31.3% | -41.0% |
| YTD | -22.1% | -8.5% | -13.6% | -21.5% |
| 1Y | -20.8% | -2.1% | -18.7% | -22.1% |
| 3Y | +75.7% | +44.6% | +31.2% | +48.7% |
| 5Y | +167.4% | +36.8% | +130.6% | +125.2% |
| 10Y | +826.3% | +227.3% | +599.0% | +443.4% |
| All | +1,878.4% | +4,003.4% | -2,125.1% | +625.4% |
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 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