+144.2%
RTX vs CCJ
+69.7%
+74.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.5% |
| 7D | -5.1% | -7.3% | +2.2% | -4.6% |
| 30D | +5.1% | -20.0% | +25.1% | +6.8% |
| 3M | -14.8% | -23.8% | +9.0% | -13.3% |
| 6M | +8.0% | -42.4% | +50.4% | +12.3% |
| YTD | +4.5% | -22.1% | +26.5% | +6.0% |
| 1Y | +9.8% | -20.8% | +30.7% | +11.2% |
| 3Y | +144.2% | +75.7% | +68.5% | +135.4% |
| All | +144.2% | +69.7% | +74.5% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling