+167.1%
RTX vs CCJ
+346.5%
-179.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -3.1% | +5.9% | -9.0% | -3.8% |
| 30D | -10.6% | +4.7% | -15.3% | -11.2% |
| 3M | +11.6% | -3.3% | +14.9% | +11.8% |
| 6M | -4.5% | -7.0% | +2.5% | -4.4% |
| YTD | +9.6% | +11.5% | -1.9% | +7.0% |
| 1Y | +30.8% | +32.3% | -1.4% | +23.9% |
| 3Y | +152.8% | +176.8% | -24.0% | +107.2% |
| 5Y | +167.1% | +351.8% | -184.7% | +97.1% |
| All | +167.1% | +346.5% | -179.4% | +97.1% |
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 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