+303.7%
CCJ vs RVMD
+560.0%
-256.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -3.2% | -3.6% | +0.4% | -2.6% |
| 30D | -1.3% | -1.1% | -0.3% | -1.2% |
| 3M | +2.5% | +41.0% | -38.5% | -2.7% |
| 6M | -18.9% | +105.7% | -124.6% | -28.4% |
| YTD | +6.5% | +155.3% | -148.8% | -10.1% |
| 1Y | +22.8% | +402.7% | -379.9% | -8.1% |
| 3Y | +164.5% | +533.1% | -368.6% | +80.7% |
| 5Y | +303.7% | +583.5% | -279.8% | +144.0% |
| All | +303.7% | +560.0% | -256.3% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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