-26.7%
RIOT vs CCJ
+281.7%
-308.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +3.0% |
| 7D | -1.5% | -4.0% | +2.5% | +1.3% |
| 30D | +5.7% | -2.4% | +8.0% | +7.4% |
| 3M | -17.9% | -2.3% | -15.6% | -15.7% |
| 6M | +45.0% | -16.2% | +61.2% | +64.3% |
| YTD | +69.5% | +5.7% | +63.8% | +67.8% |
| 1Y | +37.2% | +21.3% | +15.9% | +19.2% |
| 3Y | +111.7% | +159.4% | -47.7% | -2.9% |
| All | -26.7% | +281.7% | -308.5% | -75.7% |
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 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