-18.4%
CDNS vs CCJ
+22.0%
-40.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.7% |
| 7D | -1.1% | -4.0% | +2.9% | -0.5% |
| 30D | -10.4% | -2.4% | -8.1% | -10.1% |
| 3M | -24.6% | -2.3% | -22.3% | -24.5% |
| 6M | -1.6% | -16.2% | +14.6% | +0.1% |
| YTD | -7.4% | +5.7% | -13.1% | -7.3% |
| 1Y | -18.4% | +21.3% | -39.7% | -20.6% |
| All | -18.4% | +22.0% | -40.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling