-22.5%
CCJ vs RRC
+34.7%
-57.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.8% | -8.1% | -3.3% |
| 7D | +0.4% | -5.2% | +5.6% | +0.5% |
| 30D | -17.2% | +25.2% | -42.5% | -16.6% |
| 3M | -25.1% | +27.4% | -52.5% | -24.5% |
| 6M | -37.6% | +27.0% | -64.6% | -36.8% |
| YTD | -20.4% | +46.3% | -66.6% | -23.1% |
| 1Y | -22.5% | +37.1% | -59.6% | -24.4% |
| All | -22.5% | +34.7% | -57.2% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling