+4,116.1%
RTX vs CCJ
+1,117.9%
+2,998.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.6% |
| 7D | -1.7% | +0.4% | -2.2% | -1.9% |
| 30D | +7.7% | -17.2% | +24.9% | +11.1% |
| 3M | -10.3% | -25.1% | +14.8% | -6.1% |
| 6M | +14.6% | -37.6% | +52.2% | +23.4% |
| YTD | +10.4% | -20.4% | +30.7% | +12.6% |
| 1Y | +13.5% | -22.5% | +36.0% | +16.1% |
| 3Y | +158.6% | +72.5% | +86.1% | +116.5% |
| 5Y | +147.3% | +179.9% | -32.6% | +81.0% |
| 10Y | +268.6% | +772.6% | -504.0% | +95.5% |
| All | +4,116.1% | +1,117.9% | +2,998.2% | +1,708.8% |
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