+51.1%
NEM vs CCJ
-26.2%
+77.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.6% |
| 7D | +3.7% | -14.5% | +18.2% | +12.7% |
| 30D | +2.0% | -18.1% | +20.0% | +13.1% |
| 3M | +21.1% | -23.0% | +44.1% | +39.0% |
| 6M | +9.5% | -39.4% | +48.9% | +41.1% |
| YTD | +19.1% | -21.7% | +40.7% | +40.2% |
| 1Y | +51.1% | -25.9% | +77.0% | +82.3% |
| All | +51.1% | -26.2% | +77.3% | +82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling