+1,080.5%
CCJ vs CNH
+152.9%
+927.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +3.4% |
| 7D | +5.9% | +8.8% | -2.9% | +2.1% |
| 30D | +4.7% | +24.7% | -20.0% | -4.7% |
| 3M | -3.3% | +27.3% | -30.6% | -13.3% |
| 6M | -7.0% | +23.2% | -30.2% | -15.9% |
| YTD | +11.5% | +48.9% | -37.5% | -6.9% |
| 1Y | +32.3% | +19.4% | +12.9% | +19.8% |
| 3Y | +176.8% | +7.8% | +169.1% | +151.4% |
| 5Y | +351.8% | +8.7% | +343.1% | +303.9% |
| 10Y | +1,080.5% | +149.5% | +931.0% | +632.6% |
| All | +1,080.5% | +152.9% | +927.6% | +632.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling