+868.1%
CNP vs CCJ
+1,142.1%
-274.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -0.1% | +3.7% | -3.8% | -0.6% |
| 30D | +5.0% | -13.7% | +18.7% | +7.0% |
| 3M | +2.7% | -24.7% | +27.4% | +6.4% |
| 6M | -1.9% | -38.1% | +36.2% | +4.0% |
| YTD | +8.8% | -18.8% | +27.5% | +9.7% |
| 1Y | +5.6% | -19.5% | +25.2% | +6.5% |
| 3Y | +63.2% | +75.9% | -12.7% | +40.5% |
| 5Y | +73.8% | +173.1% | -99.4% | +34.9% |
| 10Y | +144.0% | +813.5% | -669.5% | +43.0% |
| All | +868.1% | +1,142.1% | -274.0% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling