+303.7%
CCJ vs NUE
+142.4%
+161.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.6% |
| 7D | -3.2% | -2.7% | -0.5% | -2.2% |
| 30D | -1.3% | -6.1% | +4.7% | +0.8% |
| 3M | +2.5% | +2.2% | +0.3% | +0.9% |
| 6M | -18.9% | +50.8% | -69.6% | -30.9% |
| YTD | +6.5% | +57.5% | -51.1% | -10.7% |
| 1Y | +22.8% | +82.5% | -59.6% | -2.4% |
| 3Y | +164.5% | +61.7% | +102.8% | +111.3% |
| 5Y | +303.7% | +145.1% | +158.6% | +145.7% |
| All | +303.7% | +142.4% | +161.3% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling