+249.0%
NEM vs CCJ
+69.8%
+179.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.8% |
| 7D | -5.9% | +5.0% | -11.0% | -7.4% |
| 30D | -2.6% | -16.7% | +14.1% | +3.3% |
| 3M | -4.2% | -27.5% | +23.3% | +6.2% |
| 6M | -5.5% | -38.6% | +33.1% | +10.0% |
| YTD | +13.5% | -21.5% | +35.1% | +24.7% |
| 1Y | +22.2% | -22.3% | +44.5% | +34.3% |
| All | +249.0% | +69.8% | +179.1% | +228.7% |
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