+303.7%
CCJ vs NVS
+92.5%
+211.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.2% | -15.7% | +12.5% | +1.2% |
| 30D | -1.3% | -11.1% | +9.8% | +1.4% |
| 3M | +2.5% | -7.2% | +9.7% | +3.6% |
| 6M | -18.9% | -12.3% | -6.5% | -16.5% |
| YTD | +6.5% | +2.8% | +3.7% | +4.0% |
| 1Y | +22.8% | +11.9% | +10.9% | +15.8% |
| 3Y | +164.5% | +55.1% | +109.4% | +105.0% |
| 5Y | +303.7% | +94.1% | +209.7% | +166.0% |
| All | +303.7% | +92.5% | +211.2% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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