-38.6%
CCJ vs NDAQ
+23.0%
-61.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | +5.0% | +1.7% | +3.3% | +5.0% |
| 30D | -16.7% | +16.2% | -32.9% | -16.8% |
| 3M | -27.5% | +14.0% | -41.5% | -27.7% |
| 6M | -38.6% | +22.3% | -60.9% | -37.9% |
| All | -38.6% | +23.0% | -61.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 6mo: compounded portfolio wealth divided by compounded NDAQ 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…
6mo analysis · Full analysis span regression · 6 months rolling