+163.9%
CCJ vs ROIV
+380.3%
-216.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | -13.2% | +17.6% | -30.8% | -15.3% |
| 3M | -27.6% | +9.0% | -36.6% | -28.8% |
| 6M | -38.7% | +35.3% | -74.0% | -41.7% |
| YTD | -22.7% | +82.2% | -104.9% | -29.8% |
| 1Y | -17.6% | +92.3% | -109.8% | -25.8% |
| 3Y | +62.7% | +336.8% | -274.1% | +29.5% |
| All | +163.9% | +380.3% | -216.4% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling