+78.4%
CCJ vs RRC
+50.2%
+28.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +2.7% | -10.3% | +13.0% | +5.5% |
| 30D | -14.4% | +19.5% | -33.9% | -18.8% |
| 3M | -22.6% | +27.9% | -50.5% | -28.2% |
| 6M | -35.4% | +21.2% | -56.6% | -39.4% |
| YTD | -17.6% | +39.6% | -57.2% | -27.5% |
| 1Y | -18.1% | +31.3% | -49.4% | -26.5% |
| All | +78.4% | +50.2% | +28.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling