+215.6%
RSP vs CCJ
+859.4%
-643.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.4% |
| 7D | +0.4% | +2.7% | -2.3% | 0.0% |
| 30D | +3.7% | -14.4% | +18.1% | +6.0% |
| 3M | +0.8% | -22.6% | +23.4% | +4.3% |
| 6M | +9.1% | -35.4% | +44.5% | +15.5% |
| YTD | +16.7% | -17.6% | +34.3% | +18.0% |
| 1Y | +19.7% | -18.1% | +37.8% | +20.9% |
| 3Y | +66.7% | +79.6% | -12.9% | +42.2% |
| 5Y | +48.7% | +175.3% | -126.6% | +13.8% |
| 10Y | +215.6% | +844.8% | -629.3% | +78.7% |
| All | +215.6% | +859.4% | -643.9% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling