+261.1%
RCL vs CCJ
+163.1%
+98.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -3.0% | +0.1% |
| 7D | +6.5% | -7.3% | +13.8% | +8.7% |
| 30D | +15.9% | -20.0% | +35.8% | +23.2% |
| 3M | +2.7% | -23.8% | +26.5% | +10.4% |
| 6M | +15.2% | -42.4% | +57.6% | +33.6% |
| YTD | +19.2% | -22.1% | +41.3% | +24.8% |
| 1Y | +31.6% | -20.8% | +52.4% | +36.6% |
| 3Y | +274.2% | +75.7% | +198.5% | +168.2% |
| All | +261.1% | +163.1% | +98.1% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling