+53.2%
CNP vs CCJ
+177.8%
-124.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +0.7% | +0.4% | +1.1% |
| 30D | -1.8% | +6.9% | -8.7% | -1.9% |
| 3M | -4.6% | -11.6% | +7.0% | -4.4% |
| 6M | -8.8% | -16.2% | +7.4% | -8.6% |
| YTD | +5.2% | +10.1% | -4.9% | +4.8% |
| 1Y | +8.3% | +32.3% | -24.0% | +7.0% |
| All | +53.2% | +177.8% | -124.5% | +40.4% |
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