+4,872.3%
CNC vs CCJ
+2,167.9%
+2,704.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | +1.6% | -13.2% | +14.8% | +3.3% |
| 3M | +7.9% | -27.6% | +35.6% | +12.3% |
| 6M | +21.2% | -38.7% | +59.9% | +28.4% |
| YTD | +73.2% | -22.7% | +95.9% | +75.4% |
| 1Y | +97.5% | -17.6% | +115.1% | +97.9% |
| 3Y | -1.2% | +62.7% | -63.9% | -14.8% |
| 5Y | -6.1% | +159.7% | -165.8% | -27.6% |
| 10Y | +181.3% | +769.3% | -588.1% | +60.6% |
| All | +4,872.3% | +2,167.9% | +2,704.4% | +2,957.8% |
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 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