+342.9%
CCJ vs RRC
+154.4%
+188.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +4.2% | -1.7% | +5.9% | +4.8% |
| 30D | +3.2% | +3.6% | -0.4% | +2.0% |
| 3M | -1.8% | +8.8% | -10.7% | -5.1% |
| 6M | -13.5% | +0.8% | -14.3% | -14.9% |
| YTD | +9.7% | +19.0% | -9.2% | +1.7% |
| 1Y | +30.0% | +22.9% | +7.1% | +17.8% |
| 3Y | +172.6% | +32.3% | +140.3% | +137.4% |
| 5Y | +342.9% | +151.6% | +191.4% | +196.2% |
| All | +342.9% | +154.4% | +188.6% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling