+1,583.6%
CCJ vs ROK
+5,289.1%
-3,705.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +6.9% | -3.3% | +10.2% | +8.4% |
| 3M | -11.6% | -5.9% | -5.8% | -9.7% |
| 6M | -16.2% | +13.9% | -30.1% | -21.0% |
| YTD | +10.1% | +12.6% | -2.5% | +4.1% |
| 1Y | +32.3% | +28.6% | +3.7% | +18.4% |
| 3Y | +171.3% | +45.1% | +126.2% | +122.2% |
| 5Y | +372.4% | +45.6% | +326.8% | +279.1% |
| 10Y | +1,070.0% | +345.0% | +725.0% | +462.3% |
| All | +1,583.6% | +5,289.1% | -3,705.5% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling