+300.2%
CCJ vs NYT
+38.8%
+261.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | -2.4% | +4.6% | -7.0% | -3.6% |
| 3M | -2.3% | -9.6% | +7.3% | -0.3% |
| 6M | -16.2% | -14.0% | -2.2% | -13.3% |
| YTD | +5.7% | -2.8% | +8.5% | +4.9% |
| 1Y | +21.3% | +15.6% | +5.7% | +13.1% |
| 3Y | +159.4% | +56.3% | +103.1% | +112.9% |
| All | +300.2% | +38.8% | +261.4% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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