+51.5%
RSP vs CCJ
+346.5%
-295.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.2% |
| 7D | -0.4% | +5.9% | -6.3% | -1.2% |
| 30D | -1.5% | +4.7% | -6.2% | -2.2% |
| 3M | +4.8% | -3.3% | +8.1% | +4.9% |
| 6M | +10.3% | -7.0% | +17.3% | +10.4% |
| YTD | +14.1% | +11.5% | +2.6% | +10.9% |
| 1Y | +17.0% | +32.3% | -15.3% | +9.9% |
| 3Y | +54.2% | +176.8% | -122.7% | +23.8% |
| 5Y | +51.5% | +351.8% | -300.3% | +9.0% |
| All | +51.5% | +346.5% | -295.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling