+344.1%
NEM vs CCJ
+765.4%
-421.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -6.4% | -0.8% | -5.6% | -6.2% |
| 30D | +1.4% | -13.2% | +14.6% | +4.3% |
| 3M | -0.7% | -27.6% | +26.9% | +5.9% |
| 6M | -4.5% | -38.7% | +34.2% | +5.2% |
| YTD | +14.0% | -22.7% | +36.7% | +20.8% |
| 1Y | +27.3% | -17.6% | +44.9% | +33.4% |
| 3Y | +250.5% | +62.7% | +187.8% | +221.5% |
| 5Y | +121.1% | +159.7% | -38.7% | +85.7% |
| All | +344.1% | +765.4% | -421.3% | +204.0% |
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