+3,065.5%
CCJ vs RSG
+2,005.0%
+1,060.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.9% | -0.7% | +6.7% | +6.2% |
| 30D | +4.7% | +3.3% | +1.4% | +3.7% |
| 3M | -3.3% | +8.5% | -11.8% | -6.0% |
| 6M | -7.0% | -3.5% | -3.5% | -6.9% |
| YTD | +11.5% | +5.5% | +6.0% | +8.5% |
| 1Y | +32.3% | -1.7% | +34.0% | +31.3% |
| 3Y | +176.8% | +56.9% | +119.9% | +137.0% |
| 5Y | +351.8% | +89.4% | +262.4% | +265.5% |
| 10Y | +1,080.5% | +412.5% | +668.0% | +610.7% |
| All | +3,065.5% | +2,005.0% | +1,060.5% | +1,388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling