+4,144.8%
ROL vs CCJ
+1,583.6%
+2,561.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | -4.1% | +6.9% | -10.9% | -5.1% |
| 3M | -22.5% | -11.6% | -10.9% | -21.5% |
| 6M | -37.7% | -16.2% | -21.4% | -36.8% |
| YTD | -39.6% | +10.1% | -49.7% | -41.5% |
| 1Y | -36.0% | +32.3% | -68.3% | -40.4% |
| 3Y | -5.1% | +171.3% | -176.4% | -23.8% |
| 5Y | -3.4% | +372.4% | -375.8% | -32.0% |
| 10Y | +215.2% | +1,070.0% | -854.8% | +74.7% |
| All | +4,144.8% | +1,583.6% | +2,561.2% | +1,871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling