+1,056.5%
CCJ vs RRX
+228.4%
+828.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.4% | -2.3% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -2.4% | -6.1% | +3.8% | +0.2% |
| 3M | -2.3% | -23.1% | +20.7% | +6.9% |
| 6M | -16.2% | -19.5% | +3.3% | -10.6% |
| YTD | +5.7% | +16.1% | -10.4% | -4.2% |
| 1Y | +21.3% | +12.9% | +8.3% | +10.3% |
| 3Y | +159.4% | +7.9% | +151.5% | +125.2% |
| 5Y | +300.7% | +19.1% | +281.5% | +223.2% |
| All | +1,056.5% | +228.4% | +828.1% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling