+14.4%
ROL vs CCJ
+169.1%
-154.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | +2.9% | +0.4% | +2.4% | +2.8% |
| 30D | +20.1% | -17.2% | +37.4% | +21.3% |
| 3M | +3.2% | -25.1% | +28.3% | +4.7% |
| 6M | -28.0% | -37.6% | +9.5% | -26.3% |
| YTD | -35.3% | -20.4% | -14.9% | -35.1% |
| 1Y | -33.6% | -22.5% | -11.1% | -33.5% |
| 3Y | +3.8% | +72.5% | -68.7% | -6.4% |
| 5Y | +14.4% | +179.9% | -165.5% | -6.7% |
| All | +14.4% | +169.1% | -154.8% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling