+176.8%
CCJ vs ROP
-18.5%
+195.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.1% |
| 7D | +5.9% | -5.4% | +11.3% | +5.7% |
| 30D | +4.7% | -1.6% | +6.3% | +4.6% |
| 3M | -3.3% | +18.8% | -22.1% | -3.2% |
| 6M | -7.0% | +8.2% | -15.2% | -6.3% |
| YTD | +11.5% | -10.5% | +21.9% | +16.8% |
| 1Y | +32.3% | -23.7% | +56.0% | +45.7% |
| 3Y | +176.8% | -17.9% | +194.7% | +191.5% |
| All | +176.8% | -18.5% | +195.3% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling