+300.2%
CCJ vs RSG
+89.9%
+210.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -2.4% | +4.0% | -6.3% | -3.3% |
| 3M | -2.3% | +7.4% | -9.7% | -4.6% |
| 6M | -16.2% | +0.1% | -16.3% | -16.4% |
| YTD | +5.7% | +6.0% | -0.3% | +2.6% |
| 1Y | +21.3% | -3.0% | +24.2% | +22.3% |
| 3Y | +159.4% | +56.5% | +102.9% | +93.7% |
| All | +300.2% | +89.9% | +210.3% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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