+1,604.2%
CCJ vs NUE
+3,290.1%
-1,685.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.0% |
| 7D | +5.9% | +1.8% | +4.2% | +5.0% |
| 30D | +4.7% | -6.0% | +10.7% | +7.2% |
| 3M | -3.3% | +1.4% | -4.7% | -4.7% |
| 6M | -7.0% | +52.8% | -59.9% | -23.1% |
| YTD | +11.5% | +58.1% | -46.7% | -9.1% |
| 1Y | +32.3% | +80.4% | -48.1% | +1.7% |
| 3Y | +176.8% | +62.3% | +114.6% | +112.4% |
| 5Y | +351.8% | +146.2% | +205.6% | +175.4% |
| 10Y | +1,080.5% | +549.5% | +531.0% | +335.8% |
| All | +1,604.2% | +3,290.1% | -1,685.9% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling