+4.4%
RDW vs CCJ
+614.7%
-610.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +3.1% |
| 7D | +4.8% | -3.2% | +8.0% | +6.6% |
| 30D | -19.5% | -1.3% | -18.2% | -19.2% |
| 3M | -26.9% | +2.5% | -29.4% | -27.6% |
| 6M | +17.8% | -18.9% | +36.6% | +32.3% |
| YTD | +43.0% | +6.5% | +36.5% | +44.1% |
| 1Y | +32.1% | +22.8% | +9.3% | +22.6% |
| 3Y | +250.6% | +164.5% | +86.2% | +133.8% |
| 5Y | -6.6% | +303.7% | -310.3% | -47.9% |
| All | +4.4% | +614.7% | -610.3% | -43.7% |
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 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