+1,142.1%
CCJ vs RRC
+741.9%
+400.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +3.7% | -0.5% | +4.1% | +3.7% |
| 30D | -13.7% | +25.2% | -38.9% | -18.9% |
| 3M | -24.7% | +27.8% | -52.5% | -29.7% |
| 6M | -38.1% | +27.2% | -65.4% | -42.5% |
| YTD | -18.8% | +48.2% | -66.9% | -27.7% |
| 1Y | -19.5% | +34.7% | -54.2% | -26.7% |
| 3Y | +75.9% | +62.2% | +13.7% | +50.9% |
| 5Y | +173.1% | +130.9% | +42.2% | +106.9% |
| 10Y | +813.5% | +73.4% | +740.0% | +509.7% |
| All | +1,142.1% | +741.9% | +400.2% | +632.3% |
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