+346.1%
CCJ vs RCAT
+183.7%
+162.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | +6.9% | -3.3% | +10.2% | +7.1% |
| 3M | -11.6% | -43.2% | +31.6% | -7.5% |
| 6M | -16.2% | -43.2% | +27.0% | -13.3% |
| YTD | +10.1% | +5.5% | +4.6% | +8.3% |
| 1Y | +32.3% | -1.6% | +33.9% | +29.5% |
| 3Y | +171.3% | +773.7% | -602.4% | +132.5% |
| All | +346.1% | +183.7% | +162.4% | +292.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling