+1,115.8%
RSP vs CCJ
+2,026.1%
-910.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | -1.0% | -7.3% | +6.3% | +0.5% |
| 30D | +2.6% | -20.0% | +22.5% | +7.4% |
| 3M | -0.8% | -23.8% | +23.1% | +4.7% |
| 6M | +6.3% | -42.4% | +48.7% | +18.4% |
| YTD | +14.1% | -22.1% | +36.2% | +17.3% |
| 1Y | +18.0% | -20.8% | +38.8% | +20.5% |
| 3Y | +61.0% | +75.7% | -14.7% | +28.9% |
| 5Y | +45.6% | +167.4% | -121.9% | +0.3% |
| 10Y | +220.2% | +826.3% | -606.2% | +40.5% |
| All | +1,115.8% | +2,026.1% | -910.3% | +326.5% |
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