-22.2%
RKT vs CCJ
+883.8%
-906.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +1.4% | +6.9% | -5.4% | 0.0% |
| 3M | +6.3% | -11.6% | +17.9% | +8.7% |
| 6M | -15.5% | -16.2% | +0.8% | -12.7% |
| YTD | -27.4% | +10.1% | -37.5% | -28.9% |
| 1Y | -26.6% | +32.3% | -58.9% | -31.5% |
| 3Y | +41.2% | +171.3% | -130.1% | +6.1% |
| 5Y | -6.4% | +372.4% | -378.8% | -42.8% |
| All | -22.2% | +883.8% | -906.0% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling