+9.3%
CNP vs CCJ
+31.1%
-21.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.2% |
| 7D | +1.6% | +5.9% | -4.3% | +1.8% |
| 30D | -0.8% | +4.7% | -5.5% | -0.6% |
| 3M | -3.6% | -3.3% | -0.3% | -3.4% |
| 6M | -6.9% | -7.0% | +0.1% | -6.8% |
| YTD | +6.4% | +11.5% | -5.0% | +7.0% |
| All | +9.3% | +31.1% | -21.7% | +9.6% |
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 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