+32.3%
CCJ vs ROP
-21.5%
+53.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | -1.5% |
| 7D | +0.7% | -4.4% | +5.2% | -1.3% |
| 30D | +6.9% | +3.2% | +3.6% | +8.5% |
| 3M | -11.6% | +23.1% | -34.7% | -2.1% |
| 6M | -16.2% | +13.3% | -29.5% | -10.2% |
| YTD | +10.1% | -7.9% | +18.0% | +6.5% |
| 1Y | +32.3% | -22.1% | +54.3% | +16.3% |
| All | +32.3% | -21.5% | +53.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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