+11.1%
RDW vs CCJ
-26.2%
+37.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -3.6% |
| 7D | -14.3% | -14.5% | +0.2% | +1.4% |
| 30D | -26.0% | -18.1% | -7.9% | -8.5% |
| 3M | -27.4% | -23.0% | -4.4% | -5.2% |
| 6M | -10.6% | -39.4% | +28.7% | +50.6% |
| YTD | +1.6% | -21.7% | +23.2% | +19.7% |
| 1Y | +11.1% | -25.9% | +37.0% | +36.9% |
| All | +11.1% | -26.2% | +37.3% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling