-25.9%
CCJ vs CNH
+15.2%
-41.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -14.5% | +6.5% | -21.0% | -16.0% |
| 30D | -18.1% | -12.0% | -6.1% | -15.1% |
| 3M | -23.0% | +4.4% | -27.4% | -25.2% |
| 6M | -39.4% | +15.7% | -55.1% | -43.6% |
| YTD | -21.7% | +28.2% | -49.9% | -28.9% |
| 1Y | -25.9% | +14.8% | -40.7% | -32.0% |
| All | -25.9% | +15.2% | -41.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling