+214.7%
ROL vs CCJ
+802.9%
-588.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +20.8% | -17.2% | +38.0% | +22.5% |
| 3M | +3.7% | -25.1% | +28.8% | +6.0% |
| 6M | -27.7% | -37.6% | +9.9% | -25.2% |
| YTD | -34.9% | -20.4% | -14.6% | -34.6% |
| 1Y | -33.3% | -22.5% | -10.8% | -32.9% |
| 3Y | +4.3% | +72.5% | -68.1% | -6.3% |
| 5Y | +15.0% | +179.9% | -164.9% | -5.3% |
| 10Y | +214.7% | +772.6% | -557.9% | +106.3% |
| All | +214.7% | +802.9% | -588.2% | +106.3% |
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