+4,477.4%
ROL vs CCJ
+1,142.1%
+3,335.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +0.8% | +3.7% | -2.9% | +0.2% |
| 30D | +20.6% | -13.7% | +34.3% | +22.8% |
| 3M | +4.5% | -24.7% | +29.2% | +8.3% |
| 6M | -26.5% | -38.1% | +11.6% | -22.1% |
| YTD | -34.8% | -18.8% | -16.1% | -34.3% |
| 1Y | -33.2% | -19.5% | -13.7% | -32.7% |
| 3Y | +4.5% | +75.9% | -71.4% | -10.6% |
| 5Y | +15.5% | +173.1% | -157.6% | -11.2% |
| 10Y | +217.2% | +813.5% | -596.2% | +81.5% |
| All | +4,477.4% | +1,142.1% | +3,335.3% | +2,112.7% |
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 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