+303.7%
CCJ vs ROK
+44.8%
+258.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -3.2% | -1.6% | -1.6% | -2.5% |
| 30D | -1.3% | -5.4% | +4.1% | +1.1% |
| 3M | +2.5% | -4.0% | +6.5% | +3.7% |
| 6M | -18.9% | +13.3% | -32.2% | -23.4% |
| YTD | +6.5% | +9.3% | -2.9% | +1.9% |
| 1Y | +22.8% | +25.8% | -3.0% | +11.2% |
| 3Y | +164.5% | +49.1% | +115.4% | +114.6% |
| 5Y | +303.7% | +45.9% | +257.9% | +212.8% |
| All | +303.7% | +44.8% | +258.9% | +212.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling