+927.8%
CCJ vs NTR
+97.9%
+829.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -4.0% | -1.3% | -2.7% | -3.5% |
| 30D | -2.4% | +16.8% | -19.1% | -8.7% |
| 3M | -2.3% | +20.7% | -23.1% | -10.6% |
| 6M | -16.2% | +0.5% | -16.7% | -17.8% |
| YTD | +5.7% | +29.2% | -23.5% | -7.6% |
| 1Y | +21.3% | +39.6% | -18.3% | +1.5% |
| 3Y | +159.4% | +37.9% | +121.5% | +113.3% |
| 5Y | +300.7% | +47.1% | +253.6% | +205.2% |
| All | +927.8% | +97.9% | +829.9% | +555.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling