+1,528.1%
CCJ vs NTRS
+2,502.7%
-974.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.5% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -1.3% | +0.2% | -1.5% | -1.4% |
| 3M | +2.5% | +13.2% | -10.7% | -2.0% |
| 6M | -18.9% | +36.9% | -55.8% | -27.6% |
| YTD | +6.5% | +39.1% | -32.6% | -5.6% |
| 1Y | +22.8% | +50.4% | -27.6% | +6.0% |
| 3Y | +164.5% | +166.8% | -2.3% | +84.1% |
| 5Y | +303.7% | +92.9% | +210.8% | +209.7% |
| 10Y | +1,064.0% | +255.7% | +808.4% | +601.0% |
| All | +1,528.1% | +2,502.7% | -974.5% | +509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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