+494.1%
CCJ vs ROIV
+270.3%
+223.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.2% | -1.8% | +3.5% |
| 7D | -7.3% | +5.3% | -12.6% | -8.0% |
| 30D | -20.0% | +11.9% | -31.8% | -21.2% |
| 3M | -23.8% | +10.7% | -34.5% | -25.1% |
| 6M | -42.4% | +34.9% | -77.3% | -44.9% |
| YTD | -22.1% | +79.2% | -101.2% | -28.3% |
| 1Y | -20.8% | +89.0% | -109.8% | -27.7% |
| 3Y | +75.7% | +337.3% | -261.6% | +43.6% |
| 5Y | +167.4% | +402.3% | -234.9% | +93.7% |
| All | +494.1% | +270.3% | +223.8% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling