+753.7%
CCJ vs ROP
+185.2%
+568.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -13.2% | +28.8% | -42.0% | -20.4% |
| 3M | -27.6% | +21.1% | -48.7% | -32.4% |
| 6M | -38.7% | +52.5% | -91.2% | -47.9% |
| YTD | -22.7% | +8.9% | -31.6% | -25.9% |
| 1Y | -17.6% | +8.2% | -25.8% | -20.9% |
| 3Y | +62.7% | -5.2% | +67.9% | +63.2% |
| 5Y | +159.7% | +1.7% | +158.0% | +148.4% |
| All | +753.7% | +185.2% | +568.5% | +443.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling