+342.5%
RCL vs CCJ
+1,078.9%
-736.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -2.2% | +4.2% | -6.4% | -3.4% |
| 30D | -15.7% | +3.2% | -18.8% | -16.6% |
| 3M | -8.0% | -1.8% | -6.2% | -7.9% |
| 6M | -10.1% | -13.5% | +3.4% | -7.3% |
| YTD | -5.9% | +9.7% | -15.6% | -10.5% |
| 1Y | -23.5% | +30.0% | -53.5% | -32.8% |
| 3Y | +174.4% | +172.6% | +1.8% | +78.6% |
| 5Y | +227.1% | +342.9% | -115.8% | +72.0% |
| 10Y | +342.5% | +1,099.7% | -757.2% | +72.1% |
| All | +342.5% | +1,078.9% | -736.4% | +72.1% |
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