+142.1%
CNP vs CCJ
+1,097.2%
-955.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +1.6% | +5.9% | -4.3% | +1.1% |
| 30D | -0.8% | +4.7% | -5.5% | -1.3% |
| 3M | -3.6% | -3.3% | -0.3% | -3.5% |
| 6M | -6.9% | -7.0% | +0.1% | -7.0% |
| YTD | +6.4% | +11.5% | -5.0% | +4.0% |
| 1Y | +9.9% | +32.3% | -22.3% | +4.7% |
| 3Y | +53.1% | +176.8% | -123.7% | +29.6% |
| 5Y | +72.0% | +351.8% | -279.8% | +32.4% |
| All | +142.1% | +1,097.2% | -955.1% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling