+65.1%
CCJ vs ROIV
+362.8%
-297.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.2% |
| 7D | +5.0% | +9.2% | -4.2% | +2.7% |
| 30D | -16.7% | +19.9% | -36.6% | -20.5% |
| 3M | -27.5% | +10.6% | -38.1% | -29.7% |
| 6M | -38.6% | +36.1% | -74.7% | -43.8% |
| YTD | -21.5% | +84.3% | -105.8% | -33.5% |
| 1Y | -22.3% | +87.6% | -109.9% | -34.6% |
| All | +65.1% | +362.8% | -297.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling