+2,312.2%
CCJ vs RCAT
-100.0%
+2,412.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -3.3% |
| 7D | +0.4% | -5.6% | +6.0% | +0.4% |
| 30D | -17.2% | -27.0% | +9.8% | -17.2% |
| 3M | -25.1% | -57.9% | +32.8% | -25.1% |
| 6M | -37.6% | -59.4% | +21.8% | -37.5% |
| YTD | -20.4% | -46.9% | +26.6% | -20.3% |
| 1Y | -22.5% | -54.0% | +31.5% | -22.5% |
| 3Y | +72.5% | +378.4% | -305.9% | +72.9% |
| 5Y | +179.9% | +61.9% | +117.9% | +180.5% |
| 10Y | +772.6% | -99.6% | +872.2% | +802.7% |
| All | +2,312.2% | -100.0% | +2,412.2% | +2,796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling