+1,604.2%
CCJ vs NSC
+2,243.4%
-639.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.9% | -1.5% | +7.4% | +6.6% |
| 30D | +4.7% | -1.9% | +6.6% | +5.5% |
| 3M | -3.3% | +6.2% | -9.5% | -6.0% |
| 6M | -7.0% | +9.2% | -16.2% | -11.0% |
| YTD | +11.5% | +15.0% | -3.6% | +4.2% |
| 1Y | +32.3% | +21.1% | +11.2% | +20.9% |
| 3Y | +176.8% | +78.6% | +98.2% | +109.8% |
| 5Y | +351.8% | +45.9% | +305.9% | +268.4% |
| 10Y | +1,080.5% | +326.9% | +753.7% | +488.6% |
| All | +1,604.2% | +2,243.4% | -639.2% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NSC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling