+143.3%
CNP vs CCJ
+802.9%
-659.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.4% |
| 7D | -3.0% | +0.4% | -3.5% | -3.1% |
| 30D | +6.8% | -17.2% | +24.1% | +8.6% |
| 3M | +3.6% | -25.1% | +28.8% | +6.2% |
| 6M | 0.0% | -37.6% | +37.6% | +4.0% |
| YTD | +9.4% | -20.4% | +29.8% | +10.1% |
| 1Y | +6.8% | -22.5% | +29.4% | +7.7% |
| 3Y | +64.2% | +72.5% | -8.3% | +45.9% |
| 5Y | +76.0% | +179.9% | -103.8% | +42.8% |
| 10Y | +143.3% | +772.6% | -629.3% | +51.3% |
| All | +143.3% | +802.9% | -659.6% | +51.3% |
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