+1,099.7%
CCJ vs RRC
+4.5%
+1,095.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +4.2% | -1.7% | +5.9% | +4.6% |
| 30D | +3.2% | +3.6% | -0.4% | +2.3% |
| 3M | -1.8% | +8.8% | -10.7% | -4.2% |
| 6M | -13.5% | +0.8% | -14.3% | -14.5% |
| YTD | +9.7% | +19.0% | -9.2% | +4.2% |
| 1Y | +30.0% | +22.9% | +7.1% | +21.7% |
| 3Y | +172.6% | +32.3% | +140.3% | +149.0% |
| 5Y | +342.9% | +151.6% | +191.4% | +242.5% |
| 10Y | +1,099.7% | +5.5% | +1,094.2% | +879.2% |
| All | +1,099.7% | +4.5% | +1,095.2% | +879.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling