-27.0%
RKT vs CCJ
+851.3%
-878.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.1% |
| 7D | -7.2% | -3.2% | -4.1% | -6.6% |
| 30D | -7.9% | -1.3% | -6.6% | -7.7% |
| 3M | +5.2% | +2.5% | +2.7% | +4.5% |
| 6M | -14.9% | -18.9% | +4.0% | -11.6% |
| YTD | -31.9% | +6.5% | -38.4% | -32.9% |
| 1Y | -36.9% | +22.8% | -59.7% | -40.2% |
| 3Y | +35.7% | +164.5% | -128.8% | +2.5% |
| 5Y | -9.7% | +303.7% | -313.4% | -42.2% |
| All | -27.0% | +851.3% | -878.4% | -60.4% |
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