+65.1%
RSP vs CCJ
+67.4%
-2.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +2.4% | -0.8% | +3.2% | +2.4% |
| 30D | +4.3% | -13.2% | +17.5% | +5.6% |
| 3M | -0.3% | -27.6% | +27.3% | +2.5% |
| 6M | +9.8% | -38.7% | +48.5% | +14.4% |
| YTD | +16.8% | -22.7% | +39.5% | +18.4% |
| 1Y | +19.5% | -17.6% | +37.1% | +20.3% |
| 3Y | +65.1% | +62.7% | +2.5% | +49.6% |
| All | +65.1% | +67.4% | -2.2% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling