+652.2%
RGTI vs CCJ
+162.5%
+489.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | +0.5% | -4.0% | +4.5% | +3.3% |
| 30D | -17.1% | -2.4% | -14.7% | -15.6% |
| 3M | -26.0% | -2.3% | -23.7% | -23.8% |
| 6M | -9.9% | -16.2% | +6.4% | +3.3% |
| YTD | -31.1% | +5.7% | -36.7% | -31.3% |
| 1Y | -8.5% | +21.3% | -29.8% | -16.9% |
| 3Y | +652.2% | +159.4% | +492.8% | +327.7% |
| All | +652.2% | +162.5% | +489.7% | +327.7% |
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