+1,099.6%
CCJ vs RRC
+735.4%
+364.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | +5.0% | +2.5% | +2.5% | +4.3% |
| 30D | -16.7% | +21.1% | -37.8% | -21.0% |
| 3M | -27.5% | +28.4% | -55.9% | -32.4% |
| 6M | -38.6% | +26.5% | -65.1% | -42.8% |
| YTD | -21.5% | +47.0% | -68.6% | -30.0% |
| 1Y | -22.3% | +35.2% | -57.5% | -29.3% |
| 3Y | +69.9% | +61.0% | +8.9% | +46.1% |
| 5Y | +163.6% | +133.6% | +30.0% | +99.2% |
| 10Y | +782.3% | +72.1% | +710.2% | +490.0% |
| All | +1,099.6% | +735.4% | +364.2% | +608.7% |
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