+61.1%
CNP vs CCJ
+69.7%
-8.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.7% |
| 7D | -4.2% | -7.3% | +3.1% | -4.1% |
| 30D | +5.5% | -20.0% | +25.5% | +5.7% |
| 3M | +0.6% | -23.8% | +24.4% | +0.8% |
| 6M | -2.8% | -42.4% | +39.5% | -2.3% |
| YTD | +7.9% | -22.1% | +29.9% | +7.8% |
| 1Y | +6.7% | -20.8% | +27.5% | +6.6% |
| 3Y | +61.1% | +75.7% | -14.6% | +55.2% |
| All | +61.1% | +69.7% | -8.6% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling