+211.9%
ROL vs CCJ
+1,097.2%
-885.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.6% |
| 7D | -3.4% | +5.9% | -9.4% | -3.9% |
| 30D | -6.9% | +4.7% | -11.6% | -7.4% |
| 3M | -24.6% | -3.3% | -21.3% | -24.6% |
| 6M | -39.5% | -7.0% | -32.5% | -39.6% |
| YTD | -41.1% | +11.5% | -52.6% | -42.3% |
| 1Y | -37.9% | +32.3% | -70.2% | -40.7% |
| 3Y | +0.8% | +176.8% | -176.0% | -13.4% |
| 5Y | -4.7% | +351.8% | -356.5% | -25.0% |
| All | +211.9% | +1,097.2% | -885.3% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling