+415.5%
CNQ vs CCJ
+1,065.5%
-650.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.1% | -4.0% | +4.1% | +1.3% |
| 30D | +6.2% | -2.4% | +8.6% | +6.5% |
| 3M | +12.4% | -2.3% | +14.7% | +12.0% |
| 6M | +9.0% | -16.2% | +25.2% | +11.7% |
| YTD | +52.2% | +5.7% | +46.5% | +43.2% |
| 1Y | +65.0% | +21.3% | +43.8% | +44.9% |
| 3Y | +78.8% | +159.4% | -80.6% | +12.6% |
| 5Y | +286.0% | +300.7% | -14.7% | +94.0% |
| All | +415.5% | +1,065.5% | -650.0% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling