+1,604.2%
CCJ vs RRX
+1,290.8%
+313.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +5.9% | +4.3% | +1.7% | +4.2% |
| 30D | +4.7% | -8.0% | +12.7% | +8.1% |
| 3M | -3.3% | -22.0% | +18.7% | +4.9% |
| 6M | -7.0% | -11.9% | +4.9% | -4.3% |
| YTD | +11.5% | +17.1% | -5.6% | +1.7% |
| 1Y | +32.3% | +14.9% | +17.4% | +20.8% |
| 3Y | +176.8% | +6.9% | +170.0% | +144.6% |
| 5Y | +351.8% | +19.6% | +332.2% | +277.4% |
| 10Y | +1,080.5% | +215.9% | +864.6% | +552.8% |
| All | +1,604.2% | +1,290.8% | +313.4% | +599.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling