+149.5%
CCJ vs NXT
+213.5%
-64.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -0.8% | -9.4% | +8.6% | +1.4% |
| 30D | -13.2% | +15.1% | -28.3% | -16.3% |
| 3M | -27.6% | -9.1% | -18.5% | -26.7% |
| 6M | -38.7% | -30.3% | -8.4% | -34.8% |
| YTD | -22.7% | +9.1% | -31.8% | -24.8% |
| 1Y | -17.6% | +7.9% | -25.5% | -19.7% |
| 3Y | +62.7% | +176.5% | -113.8% | +31.9% |
| All | +149.5% | +213.5% | -64.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling