+97.9%
ROST vs CCJ
+174.2%
-76.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +0.2% | +5.9% | -5.7% | -0.1% |
| 30D | -10.0% | +4.7% | -14.7% | -10.3% |
| 3M | +1.2% | -3.3% | +4.5% | +1.3% |
| 6M | +8.9% | -7.0% | +16.0% | +9.0% |
| YTD | +28.1% | +11.5% | +16.6% | +26.7% |
| 1Y | +53.0% | +32.3% | +20.7% | +49.3% |
| 3Y | +97.9% | +176.8% | -79.0% | +81.2% |
| All | +97.9% | +174.2% | -76.4% | +81.2% |
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