-25.1%
RCL vs CCJ
+31.2%
-56.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -19.0% | +6.9% | -25.9% | -19.8% |
| 3M | -9.6% | -11.6% | +2.1% | -8.5% |
| 6M | -6.7% | -16.2% | +9.5% | -6.2% |
| YTD | -3.9% | +10.1% | -14.0% | -1.7% |
| 1Y | -25.1% | +32.3% | -57.4% | -22.5% |
| All | -25.1% | +31.2% | -56.3% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling