-35.7%
RKT vs CCJ
+28.7%
-64.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.3% |
| 7D | -1.0% | +4.2% | -5.1% | -2.0% |
| 30D | -2.4% | +3.2% | -5.6% | -3.3% |
| 3M | +1.9% | -1.8% | +3.7% | +2.0% |
| 6M | -13.9% | -13.5% | -0.3% | -11.7% |
| YTD | -30.6% | +9.7% | -40.4% | -29.4% |
| All | -35.7% | +28.7% | -64.4% | -34.0% |
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