+2,167.9%
CCJ vs NDAQ
+2,658.0%
-490.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -13.7% | +16.3% | -30.0% | -18.2% |
| 3M | -24.7% | +15.8% | -40.5% | -28.5% |
| 6M | -38.1% | +24.8% | -63.0% | -43.1% |
| YTD | -18.8% | +14.1% | -32.8% | -23.5% |
| 1Y | -19.5% | +26.5% | -46.0% | -26.8% |
| 3Y | +75.9% | +119.1% | -43.2% | +32.3% |
| 5Y | +173.1% | +70.9% | +102.2% | +121.7% |
| 10Y | +813.5% | +479.7% | +333.8% | +385.9% |
| All | +2,167.9% | +2,658.0% | -490.0% | +679.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling