+247.7%
NEM vs CCJ
+174.2%
+73.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +3.9% | +5.9% | -2.1% | +2.0% |
| 30D | +12.7% | +4.7% | +8.0% | +11.1% |
| 3M | +28.7% | -3.3% | +31.9% | +29.8% |
| 6M | +9.8% | -7.0% | +16.8% | +11.9% |
| YTD | +28.1% | +11.5% | +16.6% | +25.8% |
| 1Y | +69.3% | +32.3% | +37.1% | +59.1% |
| 3Y | +247.7% | +176.8% | +70.8% | +177.6% |
| All | +247.7% | +174.2% | +73.4% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling