+17.0%
CDNS vs CCJ
+172.7%
-155.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -7.2% | +4.2% | -11.4% | -8.1% |
| 30D | -14.3% | +3.2% | -17.4% | -15.0% |
| 3M | -27.2% | -1.8% | -25.4% | -27.2% |
| 6M | -4.5% | -13.5% | +9.0% | -2.3% |
| YTD | -9.0% | +9.7% | -18.7% | -12.6% |
| 1Y | -21.3% | +30.0% | -51.3% | -29.1% |
| All | +17.0% | +172.7% | -155.7% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling