+1,142.1%
CCJ vs RMD
+38,484.3%
-37,342.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +3.7% | -0.8% | +4.5% | +3.8% |
| 30D | -13.7% | +1.7% | -15.4% | -14.0% |
| 3M | -24.7% | +6.4% | -31.1% | -25.7% |
| 6M | -38.1% | +20.7% | -58.9% | -40.6% |
| YTD | -18.8% | -0.2% | -18.6% | -19.3% |
| 1Y | -19.5% | -4.5% | -15.0% | -19.5% |
| 3Y | +75.9% | +70.5% | +5.4% | +55.9% |
| 5Y | +173.1% | -1.6% | +174.7% | +165.2% |
| 10Y | +813.5% | +342.7% | +470.8% | +578.9% |
| All | +1,142.1% | +38,484.3% | -37,342.2% | +529.8% |
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