+45.4%
RSP vs CCJ
+163.1%
-117.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.0% |
| 7D | -1.0% | -7.3% | +6.3% | -0.1% |
| 30D | +2.6% | -20.0% | +22.5% | +5.6% |
| 3M | -0.8% | -23.8% | +23.1% | +2.6% |
| 6M | +6.3% | -42.4% | +48.7% | +13.8% |
| YTD | +14.1% | -22.1% | +36.2% | +16.0% |
| 1Y | +18.0% | -20.8% | +38.8% | +19.5% |
| 3Y | +61.0% | +75.7% | -14.7% | +36.2% |
| All | +45.4% | +163.1% | -117.7% | +10.8% |
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