+32.0%
RCL vs CCJ
-26.2%
+58.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.7% |
| 7D | +11.7% | -14.5% | +26.2% | +16.2% |
| 30D | +21.1% | -18.1% | +39.2% | +27.4% |
| 3M | +2.9% | -23.0% | +25.9% | +9.6% |
| 6M | +29.8% | -39.4% | +69.2% | +46.3% |
| YTD | +21.4% | -21.7% | +43.1% | +28.0% |
| 1Y | +32.0% | -25.9% | +58.0% | +41.2% |
| All | +32.0% | -26.2% | +58.2% | +41.2% |
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