+303.7%
CCJ vs RRX
+14.8%
+289.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.0% | -2.3% |
| 7D | -3.2% | -3.7% | +0.6% | -1.8% |
| 30D | -1.3% | -9.3% | +8.0% | +2.4% |
| 3M | +2.5% | -21.8% | +24.3% | +10.6% |
| 6M | -18.9% | -22.0% | +3.1% | -12.8% |
| YTD | +6.5% | +11.9% | -5.5% | -1.1% |
| 1Y | +22.8% | +11.6% | +11.2% | +13.4% |
| 3Y | +164.5% | +2.2% | +162.3% | +143.5% |
| 5Y | +303.7% | +14.9% | +288.8% | +211.5% |
| All | +303.7% | +14.8% | +289.0% | +211.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling