+330.2%
RCL vs CCJ
+778.2%
-448.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -2.9% |
| 7D | -0.2% | +5.0% | -5.3% | -1.7% |
| 30D | +14.4% | -16.7% | +31.1% | +20.5% |
| 3M | +5.2% | -27.5% | +32.7% | +15.1% |
| 6M | +26.1% | -38.6% | +64.7% | +44.3% |
| YTD | +17.4% | -21.5% | +38.9% | +22.8% |
| 1Y | +24.7% | -22.3% | +47.0% | +30.3% |
| 3Y | +250.9% | +69.9% | +181.0% | +162.7% |
| 5Y | +293.8% | +163.6% | +130.3% | +140.7% |
| All | +330.2% | +778.2% | -448.0% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling