+911.9%
CCJ vs RPRX
+66.6%
+845.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | +5.1% | -4.4% | -0.2% |
| 30D | +6.9% | +11.2% | -4.3% | +4.9% |
| 3M | -11.6% | +16.7% | -28.4% | -14.1% |
| 6M | -16.2% | +36.0% | -52.2% | -20.9% |
| YTD | +10.1% | +67.8% | -57.7% | +0.2% |
| 1Y | +32.3% | +76.7% | -44.4% | +18.6% |
| 3Y | +171.3% | +128.1% | +43.2% | +125.8% |
| 5Y | +372.4% | +82.9% | +289.5% | +325.6% |
| All | +911.9% | +66.6% | +845.3% | +836.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling