+95.0%
ROST vs CCJ
+67.4%
+27.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +0.5% | -13.2% | +13.7% | +1.3% |
| 3M | -5.2% | -27.6% | +22.4% | -3.5% |
| 6M | +9.8% | -38.7% | +48.5% | +12.7% |
| YTD | +29.4% | -22.7% | +52.1% | +30.6% |
| 1Y | +44.4% | -17.6% | +61.9% | +45.2% |
| 3Y | +95.0% | +62.7% | +32.3% | +80.5% |
| All | +95.0% | +67.4% | +27.6% | +80.5% |
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 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