+120.1%
NEM vs CCJ
+166.4%
-46.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.0% |
| 7D | -5.9% | +5.0% | -11.0% | -7.1% |
| 30D | -2.6% | -16.7% | +14.1% | +2.1% |
| 3M | -4.2% | -27.5% | +23.3% | +4.0% |
| 6M | -5.5% | -38.6% | +33.1% | +6.7% |
| YTD | +13.5% | -21.5% | +35.1% | +22.0% |
| 1Y | +22.2% | -22.3% | +44.5% | +31.4% |
| 3Y | +249.0% | +69.9% | +179.1% | +214.5% |
| 5Y | +120.1% | +163.6% | -43.5% | +85.8% |
| All | +120.1% | +166.4% | -46.3% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling