+75.7%
CCJ vs RCAT
+339.1%
-263.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +18.6% | -14.3% | +2.0% |
| 7D | -7.3% | -12.7% | +5.4% | -6.0% |
| 30D | -20.0% | -34.3% | +14.4% | -16.1% |
| 3M | -23.8% | -53.4% | +29.6% | -17.1% |
| 6M | -42.4% | -62.0% | +19.6% | -36.6% |
| YTD | -22.1% | -49.1% | +27.0% | -17.0% |
| 1Y | -20.8% | -53.1% | +32.3% | -15.5% |
| 3Y | +75.7% | +318.7% | -242.9% | +77.3% |
| All | +75.7% | +339.1% | -263.4% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling