+312.1%
ROST vs CCJ
+1,065.5%
-753.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +0.2% | -4.0% | +4.2% | +0.8% |
| 30D | -6.9% | -2.4% | -4.5% | -6.6% |
| 3M | -3.3% | -2.3% | -1.0% | -3.3% |
| 6M | +9.0% | -16.2% | +25.3% | +10.9% |
| YTD | +28.9% | +5.7% | +23.2% | +25.9% |
| 1Y | +54.0% | +21.3% | +32.7% | +45.7% |
| 3Y | +100.7% | +159.4% | -58.7% | +60.7% |
| 5Y | +116.0% | +300.7% | -184.6% | +53.9% |
| All | +312.1% | +1,065.5% | -753.4% | +125.5% |
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