+30.0%
CCJ vs ROP
-24.5%
+54.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -2.1% |
| 7D | +4.2% | -6.1% | +10.3% | +1.3% |
| 30D | +3.2% | -3.4% | +6.5% | +1.8% |
| 3M | -1.8% | +16.7% | -18.5% | +6.4% |
| 6M | -13.5% | +8.1% | -21.6% | -9.3% |
| YTD | +9.7% | -11.7% | +21.4% | +3.6% |
| 1Y | +30.0% | -24.2% | +54.2% | +12.3% |
| All | +30.0% | -24.5% | +54.5% | +12.3% |
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