-17.6%
CCJ vs CNH
+16.6%
-34.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.8% | +3.0% | -3.8% | -1.6% |
| 30D | -13.2% | -0.6% | -12.6% | -13.1% |
| 3M | -27.6% | +14.6% | -42.3% | -32.0% |
| 6M | -38.7% | +11.8% | -50.5% | -42.3% |
| YTD | -22.7% | +30.4% | -53.1% | -31.2% |
| 1Y | -17.6% | +19.1% | -36.6% | -25.1% |
| All | -17.6% | +16.6% | -34.2% | -25.1% |
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