+1,015.6%
CCJ vs RVMD
+634.9%
+380.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +5.9% | -1.2% | +7.1% | +6.1% |
| 30D | +4.7% | +1.1% | +3.6% | +4.5% |
| 3M | -3.3% | +39.6% | -42.9% | -7.8% |
| 6M | -7.0% | +110.7% | -117.7% | -17.6% |
| YTD | +11.5% | +160.3% | -148.8% | -5.0% |
| 1Y | +32.3% | +404.9% | -372.6% | +1.4% |
| 3Y | +176.8% | +545.5% | -368.6% | +95.5% |
| 5Y | +351.8% | +584.7% | -232.9% | +192.0% |
| All | +1,015.6% | +634.9% | +380.6% | +544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling