+173.6%
CCJ vs ROK
+51.3%
+122.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +5.9% | +2.8% | +3.2% | +4.9% |
| 30D | +4.7% | -2.4% | +7.1% | +5.6% |
| 3M | -3.3% | -4.7% | +1.4% | -2.0% |
| 6M | -7.0% | +16.8% | -23.8% | -12.1% |
| YTD | +11.5% | +11.4% | +0.1% | +7.1% |
| 1Y | +32.3% | +26.2% | +6.1% | +22.7% |
| All | +173.6% | +51.3% | +122.2% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling