+766.3%
CCJ vs RCAT
-99.8%
+866.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.3% | +4.9% | -3.3% |
| 7D | +5.0% | +15.6% | -10.5% | +4.9% |
| 30D | -16.7% | -24.1% | +7.4% | -16.5% |
| 3M | -27.5% | -61.9% | +34.4% | -26.9% |
| 6M | -38.6% | -64.3% | +25.7% | -38.1% |
| YTD | -21.5% | -50.4% | +28.8% | -21.1% |
| 1Y | -22.3% | -54.0% | +31.7% | -21.9% |
| 3Y | +69.9% | +347.2% | -277.3% | +69.5% |
| 5Y | +163.6% | +45.7% | +117.8% | +163.2% |
| All | +766.3% | -99.8% | +866.1% | +822.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling