+32.3%
CCJ vs CNH
+20.6%
+11.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.6% |
| 7D | +5.9% | +8.8% | -2.9% | +3.4% |
| 30D | +4.7% | +24.7% | -20.0% | -1.9% |
| 3M | -3.3% | +27.3% | -30.6% | -10.2% |
| 6M | -7.0% | +23.2% | -30.2% | -14.9% |
| YTD | +11.5% | +48.9% | -37.5% | +3.2% |
| 1Y | +32.3% | +19.4% | +12.9% | +15.6% |
| All | +32.3% | +20.6% | +11.7% | +15.6% |
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 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