-25.9%
CCJ vs RPRX
+85.8%
-111.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.2% |
| 7D | -14.5% | +4.2% | -18.7% | -14.6% |
| 30D | -18.1% | +19.2% | -37.3% | -18.7% |
| 3M | -23.0% | +18.0% | -41.0% | -23.2% |
| 6M | -39.4% | +35.7% | -75.1% | -40.7% |
| YTD | -21.7% | +77.2% | -98.9% | -20.0% |
| 1Y | -25.9% | +82.0% | -107.9% | -23.6% |
| All | -25.9% | +85.8% | -111.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1y: compounded portfolio wealth divided by compounded RPRX 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…
1y analysis · Full analysis span regression · 6 months rolling