+2,134.1%
CDNS vs CCJ
+1,082.1%
+1,052.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -2.0% | -13.2% | +11.2% | +1.6% |
| 3M | -0.2% | -27.6% | +27.4% | +7.9% |
| 6M | -8.9% | -38.7% | +29.8% | +2.4% |
| YTD | +3.3% | -22.7% | +26.0% | +8.0% |
| 1Y | +2.2% | -17.6% | +19.8% | +4.9% |
| 3Y | +22.4% | +62.7% | -40.3% | +0.6% |
| 5Y | +78.0% | +159.7% | -81.7% | +24.6% |
| 10Y | +1,175.2% | +769.3% | +405.9% | +475.1% |
| All | +2,134.1% | +1,082.1% | +1,052.0% | +739.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling