+17.8%
RDW vs CCJ
-16.4%
+34.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +4.5% |
| 7D | +4.8% | -3.2% | +8.0% | +8.2% |
| 30D | -19.5% | -1.3% | -18.2% | -19.1% |
| 3M | -26.9% | +2.5% | -29.4% | -30.3% |
| 6M | +17.8% | -18.9% | +36.6% | +39.7% |
| All | +17.8% | -16.4% | +34.1% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling