+1,159.6%
CCJ vs ROP
+4,882.5%
-3,722.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | +2.7% | -1.6% | +4.4% | +3.2% |
| 30D | -14.4% | +29.5% | -44.0% | -22.6% |
| 3M | -22.6% | +17.5% | -40.2% | -27.8% |
| 6M | -35.4% | +38.1% | -73.5% | -43.9% |
| YTD | -17.6% | +7.0% | -24.6% | -22.4% |
| 1Y | -18.1% | +6.5% | -24.7% | -22.8% |
| 3Y | +79.6% | -5.5% | +85.0% | +75.3% |
| 5Y | +175.3% | -0.4% | +175.7% | +162.3% |
| 10Y | +844.8% | +183.6% | +661.2% | +491.0% |
| All | +1,159.6% | +4,882.5% | -3,722.8% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling