-7.4%
RKT vs CCJ
-38.9%
+31.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.6% | -4.1% |
| 7D | -7.5% | +5.0% | -12.5% | -8.7% |
| 30D | +26.6% | -16.7% | +43.3% | +33.5% |
| 3M | -2.4% | -27.5% | +25.1% | +9.1% |
| 6M | -7.4% | -38.6% | +31.2% | +11.2% |
| All | -7.4% | -38.9% | +31.5% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling