+62.7%
CCJ vs RMD
+69.3%
-6.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -0.8% | +2.1% | -2.9% | -1.0% |
| 30D | -13.2% | +2.1% | -15.3% | -13.3% |
| 3M | -27.6% | +6.2% | -33.9% | -28.0% |
| 6M | -38.7% | +19.4% | -58.1% | -39.8% |
| YTD | -22.7% | +0.5% | -23.2% | -22.3% |
| 1Y | -17.6% | -3.9% | -13.6% | -16.8% |
| 3Y | +62.7% | +72.5% | -9.9% | +74.6% |
| All | +62.7% | +69.3% | -6.7% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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