-5.4%
RKT vs CCJ
+159.0%
-164.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -9.0% | -0.8% | -8.2% | -8.8% |
| 30D | +30.2% | -13.2% | +43.4% | +33.3% |
| 3M | -8.8% | -27.6% | +18.8% | -3.3% |
| 6M | -0.9% | -38.7% | +37.8% | +8.3% |
| YTD | -29.2% | -22.7% | -6.5% | -25.7% |
| 1Y | -20.1% | -17.6% | -2.5% | -17.0% |
| 3Y | +81.3% | +62.7% | +18.6% | +56.3% |
| All | -5.4% | +159.0% | -164.3% | -32.6% |
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