+71.2%
CDNS vs CCJ
+354.8%
-283.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.2% | -3.2% |
| 7D | -9.2% | +5.9% | -15.2% | -10.6% |
| 30D | -16.3% | +4.7% | -21.0% | -17.3% |
| 3M | -27.9% | -3.3% | -24.6% | -27.6% |
| 6M | -4.3% | -7.0% | +2.7% | -3.7% |
| YTD | -9.1% | +11.5% | -20.6% | -13.3% |
| 1Y | -21.2% | +32.3% | -53.5% | -29.6% |
| 3Y | +19.4% | +176.8% | -157.5% | -16.7% |
| All | +71.2% | +354.8% | -283.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling