+180.6%
RCL vs CCJ
+177.8%
+2.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -20.2% |
| 3M | -9.6% | -11.6% | +2.1% | -7.7% |
| 6M | -6.7% | -16.2% | +9.5% | -4.3% |
| YTD | -3.9% | +10.1% | -14.0% | -6.4% |
| 1Y | -25.1% | +32.3% | -57.4% | -30.9% |
| All | +180.6% | +177.8% | +2.8% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling