+5,556.5%
CNQ vs CCJ
+6,539.2%
-982.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +1.9% |
| 30D | +6.2% | -2.4% | +8.6% | +6.7% |
| 3M | +12.4% | -2.3% | +14.7% | +11.6% |
| 6M | +9.0% | -16.2% | +25.2% | +12.6% |
| YTD | +52.2% | +5.7% | +46.5% | +38.3% |
| 1Y | +65.0% | +21.3% | +43.8% | +35.0% |
| 3Y | +78.8% | +159.4% | -80.6% | -9.3% |
| 5Y | +286.0% | +300.7% | -14.7% | +40.6% |
| 10Y | +420.7% | +1,055.2% | -634.5% | -12.4% |
| All | +5,556.5% | +6,539.2% | -982.6% | +849.5% |
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