+1,924.4%
CDNS vs CCJ
+1,583.6%
+340.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | +0.7% | -14.7% | -14.2% |
| 30D | -13.2% | +6.9% | -20.0% | -14.7% |
| 3M | -28.9% | -11.6% | -17.3% | -26.9% |
| 6M | -4.2% | -16.2% | +12.0% | -0.9% |
| YTD | -6.4% | +10.1% | -16.5% | -10.3% |
| 1Y | -16.2% | +32.3% | -48.5% | -24.8% |
| 3Y | +20.2% | +171.3% | -151.1% | -13.3% |
| 5Y | +76.6% | +372.4% | -295.8% | +5.5% |
| 10Y | +1,029.7% | +1,070.0% | -40.4% | +372.1% |
| All | +1,924.4% | +1,583.6% | +340.8% | +597.0% |
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