+342.9%
CCJ vs ROP
-16.4%
+359.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | +4.2% | -6.1% | +10.3% | +5.5% |
| 30D | +3.2% | -3.4% | +6.5% | +3.8% |
| 3M | -1.8% | +16.7% | -18.5% | -6.2% |
| 6M | -13.5% | +8.1% | -21.6% | -15.8% |
| YTD | +9.7% | -11.7% | +21.4% | +15.0% |
| 1Y | +30.0% | -24.2% | +54.2% | +45.9% |
| 3Y | +172.6% | -19.0% | +191.6% | +188.2% |
| 5Y | +342.9% | -15.9% | +358.8% | +320.3% |
| All | +342.9% | -16.4% | +359.4% | +320.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling