+836.7%
CNP vs CCJ
+1,583.6%
-746.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -1.8% | +6.9% | -8.7% | -2.9% |
| 3M | -4.6% | -11.6% | +7.0% | -3.5% |
| 6M | -8.8% | -16.2% | +7.4% | -7.6% |
| YTD | +5.2% | +10.1% | -4.9% | +2.0% |
| 1Y | +8.3% | +32.3% | -24.0% | +1.1% |
| 3Y | +54.9% | +171.3% | -116.4% | +25.2% |
| 5Y | +73.5% | +372.4% | -298.9% | +23.5% |
| 10Y | +139.1% | +1,070.0% | -930.9% | +35.7% |
| All | +836.7% | +1,583.6% | -746.9% | +403.4% |
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 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