-9.6%
CDNS vs CCJ
-34.9%
+25.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.5% |
| 7D | -0.1% | +3.7% | -3.8% | -1.6% |
| 30D | -5.5% | -13.7% | +8.2% | -0.4% |
| 3M | +0.5% | -24.7% | +25.3% | +11.2% |
| 6M | -9.6% | -38.1% | +28.5% | +11.3% |
| All | -9.6% | -34.9% | +25.3% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling