+110.5%
CNC vs CCJ
-26.2%
+136.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.2% | +13.9% | +12.6% |
| 7D | +13.4% | -14.5% | +27.9% | +12.9% |
| 30D | +18.2% | -18.1% | +36.3% | +17.7% |
| 3M | +18.6% | -23.0% | +41.6% | +17.9% |
| 6M | +41.9% | -39.4% | +81.3% | +39.8% |
| YTD | +84.7% | -21.7% | +106.4% | +75.9% |
| 1Y | +110.5% | -25.9% | +136.4% | +100.8% |
| All | +110.5% | -26.2% | +136.7% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling