+346.1%
CCJ vs CNH
+11.5%
+334.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.5% |
| 7D | +0.7% | +23.3% | -22.6% | -7.9% |
| 30D | +6.9% | +33.5% | -26.6% | -5.7% |
| 3M | -11.6% | +32.7% | -44.4% | -22.3% |
| 6M | -16.2% | +22.2% | -38.4% | -24.2% |
| YTD | +10.1% | +57.7% | -47.6% | -11.0% |
| 1Y | +32.3% | +28.0% | +4.3% | +16.1% |
| 3Y | +171.3% | +11.5% | +159.8% | +145.0% |
| All | +346.1% | +11.5% | +334.7% | +292.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling