+73.9%
CNP vs CCJ
+163.1%
-89.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.5% |
| 7D | -4.2% | -7.3% | +3.1% | -3.8% |
| 30D | +5.5% | -20.0% | +25.5% | +6.9% |
| 3M | +0.6% | -23.8% | +24.4% | +2.1% |
| 6M | -2.8% | -42.4% | +39.5% | +0.2% |
| YTD | +7.9% | -22.1% | +29.9% | +8.3% |
| 1Y | +6.7% | -20.8% | +27.5% | +6.8% |
| 3Y | +61.1% | +75.7% | -14.6% | +44.9% |
| All | +73.9% | +163.1% | -89.1% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling