+62.7%
CCJ vs CNH
+29.5%
+33.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -31.1% |
| 6M | -38.7% | +11.8% | -50.5% | -41.5% |
| YTD | -22.7% | +30.4% | -53.1% | -29.4% |
| 1Y | -17.6% | +19.1% | -36.6% | -23.1% |
| 3Y | +62.7% | +30.2% | +32.5% | +53.3% |
| All | +62.7% | +29.5% | +33.2% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling