+351.8%
CCJ vs RMD
-21.0%
+372.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.0% |
| 7D | +5.9% | -4.5% | +10.4% | +7.1% |
| 30D | +4.7% | +4.6% | +0.1% | +3.4% |
| 3M | -3.3% | +14.8% | -18.1% | -7.3% |
| 6M | -7.0% | -12.1% | +5.0% | -4.1% |
| YTD | +11.5% | -7.5% | +18.9% | +13.1% |
| 1Y | +32.3% | -20.1% | +52.3% | +39.7% |
| 3Y | +176.8% | +53.9% | +123.0% | +121.2% |
| 5Y | +351.8% | -22.2% | +374.0% | +328.0% |
| All | +351.8% | -21.0% | +372.8% | +328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling