+1,583.6%
CCJ vs RRC
+580.2%
+1,003.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +6.9% | +10.1% | -3.3% | +4.2% |
| 3M | -11.6% | +4.0% | -15.7% | -12.9% |
| 6M | -16.2% | +1.6% | -17.8% | -17.4% |
| YTD | +10.1% | +19.7% | -9.6% | +4.1% |
| 1Y | +32.3% | +21.4% | +10.9% | +23.8% |
| 3Y | +171.3% | +29.7% | +141.6% | +147.6% |
| 5Y | +372.4% | +153.9% | +218.5% | +251.6% |
| 10Y | +1,070.0% | +10.8% | +1,059.2% | +776.0% |
| All | +1,583.6% | +580.2% | +1,003.4% | +954.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling