+1,578.1%
CCJ vs NYT
+578.8%
+999.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | +4.2% | -1.6% | +5.8% | +4.6% |
| 30D | +3.2% | +2.8% | +0.4% | +2.4% |
| 3M | -1.8% | -9.2% | +7.4% | +0.1% |
| 6M | -13.5% | -17.1% | +3.6% | -9.9% |
| YTD | +9.7% | -3.2% | +13.0% | +9.5% |
| 1Y | +30.0% | +15.7% | +14.3% | +23.1% |
| 3Y | +172.6% | +55.7% | +116.9% | +134.4% |
| 5Y | +342.9% | +39.4% | +303.6% | +284.7% |
| 10Y | +1,099.7% | +485.6% | +614.2% | +571.1% |
| All | +1,578.1% | +578.8% | +999.3% | +708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling