+183.3%
CCJ vs NVD
-99.2%
+282.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +2.1% |
| 7D | +5.9% | -7.7% | +13.6% | +4.2% |
| 30D | +4.7% | -5.8% | +10.5% | +4.1% |
| 3M | -3.3% | -23.2% | +19.9% | -6.6% |
| 6M | -7.0% | -49.7% | +42.7% | -16.2% |
| YTD | +11.5% | -47.7% | +59.1% | +2.9% |
| 1Y | +32.3% | -61.3% | +93.6% | +18.1% |
| 3Y | +176.8% | -99.2% | +276.0% | +111.0% |
| All | +183.3% | -99.2% | +282.5% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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