-25.9%
CCJ vs ROK
+25.3%
-51.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -14.5% | 0.0% | -14.5% | -14.4% |
| 30D | -18.1% | -2.5% | -15.6% | -16.8% |
| 3M | -23.0% | 0.0% | -23.0% | -23.0% |
| 6M | -39.4% | +11.6% | -51.0% | -43.5% |
| YTD | -21.7% | +15.2% | -36.8% | -30.3% |
| 1Y | -25.9% | +25.0% | -50.9% | -38.1% |
| All | -25.9% | +25.3% | -51.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling