+1,127.7%
RSP vs CCJ
+2,903.9%
-1,776.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.3% | +6.9% | -7.2% | -2.0% |
| 3M | +4.3% | -11.6% | +15.9% | +6.4% |
| 6M | +8.8% | -16.2% | +25.0% | +11.5% |
| YTD | +15.3% | +10.1% | +5.1% | +10.3% |
| 1Y | +18.3% | +32.3% | -14.0% | +6.9% |
| 3Y | +52.8% | +171.3% | -118.5% | +11.2% |
| 5Y | +51.7% | +372.4% | -320.7% | -8.8% |
| 10Y | +208.5% | +1,070.0% | -861.6% | +29.6% |
| All | +1,127.7% | +2,903.9% | -1,776.2% | +301.1% |
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