+303.7%
CCJ vs NVT
+399.9%
-96.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.8% |
| 7D | -3.2% | +2.0% | -5.2% | -4.3% |
| 30D | -1.3% | -7.2% | +5.8% | +2.3% |
| 3M | +2.5% | -0.9% | +3.4% | +1.1% |
| 6M | -18.9% | +42.6% | -61.5% | -35.4% |
| YTD | +6.5% | +52.9% | -46.4% | -18.1% |
| 1Y | +22.8% | +64.5% | -41.6% | -9.6% |
| 3Y | +164.5% | +178.0% | -13.5% | +40.0% |
| 5Y | +303.7% | +402.8% | -99.1% | +38.9% |
| All | +303.7% | +399.9% | -96.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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