+255.3%
CCJ vs NXT
+178.8%
+76.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +6.9% | -15.3% | +22.2% | +10.7% |
| 3M | -11.6% | -43.8% | +32.1% | -0.8% |
| 6M | -16.2% | -18.7% | +2.4% | -13.2% |
| YTD | +10.1% | -3.0% | +13.1% | +10.6% |
| 1Y | +32.3% | +22.7% | +9.5% | +27.2% |
| 3Y | +171.3% | +95.9% | +75.4% | +133.2% |
| All | +255.3% | +178.8% | +76.5% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling