+112.0%
ROST vs CCJ
+159.0%
-47.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +0.5% | -13.2% | +13.7% | +2.1% |
| 3M | -5.2% | -27.6% | +22.4% | -1.7% |
| 6M | +9.8% | -38.7% | +48.5% | +15.9% |
| YTD | +29.4% | -22.7% | +52.1% | +31.3% |
| 1Y | +44.4% | -17.6% | +61.9% | +45.0% |
| 3Y | +95.0% | +62.7% | +32.3% | +66.7% |
| All | +112.0% | +159.0% | -47.0% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling