+967.5%
CCJ vs NTR
+103.7%
+863.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | +4.2% | +0.5% | +3.6% | +4.0% |
| 30D | +3.2% | +21.7% | -18.5% | -5.2% |
| 3M | -1.8% | +22.8% | -24.6% | -10.7% |
| 6M | -13.5% | +8.2% | -21.8% | -18.0% |
| YTD | +9.7% | +32.9% | -23.2% | -5.2% |
| 1Y | +30.0% | +45.3% | -15.3% | +6.9% |
| 3Y | +172.6% | +41.7% | +130.9% | +121.6% |
| 5Y | +342.9% | +49.8% | +293.1% | +234.9% |
| All | +967.5% | +103.7% | +863.8% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling