+140.6%
CNP vs CCJ
+778.2%
-637.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.2% |
| 7D | +2.5% | +5.0% | -2.6% | +1.9% |
| 30D | +4.0% | -16.7% | +20.7% | +5.7% |
| 3M | +1.6% | -27.5% | +29.2% | +4.5% |
| 6M | -1.7% | -38.6% | +36.9% | +2.4% |
| YTD | +8.6% | -21.5% | +30.2% | +9.5% |
| 1Y | +5.8% | -22.3% | +28.1% | +6.6% |
| 3Y | +63.0% | +69.9% | -6.9% | +45.1% |
| 5Y | +74.7% | +163.6% | -88.9% | +42.8% |
| All | +140.6% | +778.2% | -637.7% | +52.6% |
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