+3.8%
ROL vs CCJ
+73.2%
-69.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | +2.9% | +0.4% | +2.4% | +2.9% |
| 30D | +20.1% | -17.2% | +37.4% | +20.3% |
| 3M | +3.2% | -25.1% | +28.3% | +3.3% |
| 6M | -28.0% | -37.6% | +9.5% | -27.8% |
| YTD | -35.3% | -20.4% | -14.9% | -35.3% |
| 1Y | -33.6% | -22.5% | -11.1% | -33.7% |
| 3Y | +3.8% | +72.5% | -68.7% | -2.1% |
| All | +3.8% | +73.2% | -69.4% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling