+271.7%
NEM vs CCJ
+1,583.6%
-1,312.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +23.1% | +6.9% | +16.2% | +21.0% |
| 3M | +18.5% | -11.6% | +30.1% | +22.6% |
| 6M | +7.8% | -16.2% | +24.0% | +12.8% |
| YTD | +29.1% | +10.1% | +19.0% | +25.8% |
| 1Y | +72.7% | +32.3% | +40.4% | +58.7% |
| 3Y | +248.7% | +171.3% | +77.4% | +155.0% |
| 5Y | +148.7% | +372.4% | -223.7% | +47.2% |
| 10Y | +304.8% | +1,070.0% | -765.3% | +61.3% |
| All | +271.7% | +1,583.6% | -1,312.0% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling