+1,099.7%
CCJ vs RCAT
-98.5%
+1,198.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.5% |
| 7D | +4.2% | -2.3% | +6.5% | +4.2% |
| 30D | +3.2% | -18.7% | +21.9% | +3.3% |
| 3M | -1.8% | -29.3% | +27.5% | -1.6% |
| 6M | -13.5% | -42.3% | +28.8% | -13.3% |
| YTD | +9.7% | +2.5% | +7.2% | +9.7% |
| 1Y | +30.0% | -5.7% | +35.7% | +29.9% |
| 3Y | +172.6% | +764.9% | -592.3% | +170.5% |
| 5Y | +342.9% | +182.3% | +160.7% | +339.8% |
| 10Y | +1,099.7% | -98.5% | +1,198.2% | +1,137.7% |
| All | +1,099.7% | -98.5% | +1,198.2% | +1,137.7% |
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