-68.1%
RGTI vs CCJ
-26.2%
-41.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.3% |
| 7D | -9.6% | -14.5% | +4.9% | +5.7% |
| 30D | -26.0% | -18.1% | -8.0% | -9.6% |
| 3M | -35.8% | -23.0% | -12.8% | -16.7% |
| 6M | -36.7% | -39.4% | +2.7% | +4.6% |
| YTD | -49.4% | -21.7% | -27.7% | -41.9% |
| 1Y | -68.1% | -25.9% | -42.2% | -61.1% |
| All | -68.1% | -26.2% | -41.9% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling