-24.1%
RKT vs CCJ
+601.0%
-625.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.6% | -4.3% |
| 7D | -7.5% | +5.0% | -12.5% | -8.4% |
| 30D | +26.6% | -16.7% | +43.3% | +31.0% |
| 3M | -2.4% | -27.5% | +25.1% | +3.9% |
| 6M | -7.4% | -38.6% | +31.2% | +1.9% |
| YTD | -29.2% | -21.5% | -7.6% | -25.9% |
| 1Y | -23.5% | -22.3% | -1.2% | -20.0% |
| 3Y | +73.9% | +69.9% | +4.0% | +45.3% |
| 5Y | -6.6% | +163.6% | -170.2% | -34.2% |
| All | -24.1% | +601.0% | -625.1% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling