+157.7%
NEM vs CCJ
+347.8%
-190.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +3.1% | +4.2% | -1.1% | +2.0% |
| 30D | +10.0% | +3.2% | +6.8% | +9.2% |
| 3M | +30.9% | -1.8% | +32.7% | +31.5% |
| 6M | +10.5% | -13.5% | +24.1% | +14.1% |
| YTD | +29.7% | +9.7% | +20.0% | +28.1% |
| 1Y | +71.1% | +30.0% | +41.1% | +62.8% |
| 3Y | +252.1% | +172.6% | +79.5% | +187.8% |
| 5Y | +157.7% | +342.9% | -185.2% | +97.9% |
| All | +157.7% | +347.8% | -190.1% | +97.9% |
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