+4,177.0%
RCL vs CCJ
+1,159.6%
+3,017.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +1.2% |
| 7D | +5.0% | +2.7% | +2.2% | +4.0% |
| 30D | +19.4% | -14.4% | +33.8% | +25.2% |
| 3M | +5.9% | -22.6% | +28.5% | +14.3% |
| 6M | +23.8% | -35.4% | +59.2% | +40.8% |
| YTD | +22.8% | -17.6% | +40.4% | +26.9% |
| 1Y | +34.3% | -18.1% | +52.4% | +38.4% |
| 3Y | +276.4% | +79.6% | +196.9% | +175.9% |
| 5Y | +281.6% | +175.3% | +106.3% | +131.0% |
| 10Y | +379.0% | +844.8% | -465.8% | +70.0% |
| All | +4,177.0% | +1,159.6% | +3,017.3% | +1,233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling