+4,213.4%
RCL vs CCJ
+1,117.9%
+3,095.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.9% |
| 7D | +8.5% | +0.4% | +8.1% | +8.3% |
| 30D | +20.4% | -17.2% | +37.7% | +27.6% |
| 3M | +11.0% | -25.1% | +36.1% | +21.0% |
| 6M | +24.9% | -37.6% | +62.4% | +43.5% |
| YTD | +23.9% | -20.4% | +44.2% | +29.3% |
| 1Y | +30.8% | -22.5% | +53.3% | +37.2% |
| 3Y | +270.4% | +72.5% | +197.9% | +175.0% |
| 5Y | +296.1% | +179.9% | +116.2% | +138.3% |
| 10Y | +375.0% | +772.6% | -397.6% | +73.1% |
| All | +4,213.4% | +1,117.9% | +3,095.5% | +1,259.3% |
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