+916.1%
CCJ vs NVT
+712.1%
+204.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -0.4% |
| 7D | +4.2% | +7.0% | -2.8% | +1.0% |
| 30D | +3.2% | -2.3% | +5.5% | +4.0% |
| 3M | -1.8% | -3.1% | +1.3% | -1.7% |
| 6M | -13.5% | +47.0% | -60.6% | -29.3% |
| YTD | +9.7% | +56.2% | -46.5% | -12.4% |
| 1Y | +30.0% | +74.5% | -44.5% | -1.5% |
| 3Y | +172.6% | +184.0% | -11.4% | +62.4% |
| 5Y | +342.9% | +410.8% | -67.8% | +103.2% |
| All | +916.1% | +712.1% | +204.0% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling