+267.4%
RTX vs CCJ
+765.4%
-498.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +6.5% | -13.2% | +19.7% | +8.5% |
| 3M | -9.6% | -27.6% | +18.0% | -5.7% |
| 6M | +12.3% | -38.7% | +51.0% | +19.7% |
| YTD | +9.5% | -22.7% | +32.1% | +11.7% |
| 1Y | +15.8% | -17.6% | +33.4% | +16.9% |
| 3Y | +157.0% | +62.7% | +94.3% | +122.8% |
| 5Y | +148.8% | +159.7% | -10.9% | +91.3% |
| All | +267.4% | +765.4% | -498.0% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling