+1,056.5%
CCJ vs NUE
+599.8%
+456.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.4% |
| 7D | -4.0% | -0.6% | -3.4% | -3.8% |
| 30D | -2.4% | -4.6% | +2.2% | -0.7% |
| 3M | -2.3% | -0.3% | -2.0% | -3.0% |
| 6M | -16.2% | +51.9% | -68.1% | -29.8% |
| YTD | +5.7% | +60.0% | -54.3% | -13.2% |
| 1Y | +21.3% | +82.9% | -61.6% | -5.7% |
| 3Y | +159.4% | +66.0% | +93.4% | +100.8% |
| 5Y | +300.7% | +149.0% | +151.7% | +146.6% |
| All | +1,056.5% | +599.8% | +456.6% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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