+1,583.6%
CCJ vs ROP
+4,191.8%
-2,608.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.4% |
| 7D | +0.7% | -4.4% | +5.2% | +2.4% |
| 30D | +6.9% | +3.2% | +3.6% | +5.5% |
| 3M | -11.6% | +23.1% | -34.7% | -19.0% |
| 6M | -16.2% | +13.3% | -29.5% | -21.4% |
| YTD | +10.1% | -7.9% | +18.0% | +10.5% |
| 1Y | +32.3% | -22.1% | +54.3% | +40.8% |
| 3Y | +171.3% | -16.8% | +188.1% | +179.6% |
| 5Y | +372.4% | -13.5% | +385.9% | +377.2% |
| 10Y | +1,070.0% | +137.7% | +932.3% | +686.6% |
| All | +1,583.6% | +4,191.8% | -2,608.1% | +494.2% |
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