+1,583.6%
CCJ vs RMD
+36,837.6%
-35,254.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.7% | -5.0% | +5.7% | +1.6% |
| 30D | +6.9% | +2.2% | +4.6% | +6.4% |
| 3M | -11.6% | +17.8% | -29.5% | -14.5% |
| 6M | -16.2% | -11.3% | -4.9% | -14.8% |
| YTD | +10.1% | -4.4% | +14.5% | +10.3% |
| 1Y | +32.3% | -15.7% | +48.0% | +35.3% |
| 3Y | +171.3% | +47.7% | +123.6% | +146.7% |
| 5Y | +372.4% | -19.2% | +391.6% | +374.7% |
| 10Y | +1,070.0% | +280.4% | +789.6% | +792.0% |
| All | +1,583.6% | +36,837.6% | -35,254.0% | +761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling