+300.2%
NEM vs CCJ
+1,074.4%
-774.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | -3.3% | -3.2% | -0.1% | -2.7% |
| 30D | +7.8% | -1.3% | +9.2% | +8.1% |
| 3M | +36.3% | +2.5% | +33.7% | +35.7% |
| 6M | +6.6% | -18.9% | +25.4% | +10.8% |
| YTD | +27.1% | +6.5% | +20.7% | +26.4% |
| 1Y | +62.3% | +22.8% | +39.5% | +56.8% |
| 3Y | +245.1% | +164.5% | +80.6% | +189.4% |
| 5Y | +154.0% | +303.7% | -149.7% | +96.0% |
| All | +300.2% | +1,074.4% | -774.2% | +202.5% |
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 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