+226.8%
NEM vs CCJ
+1,099.6%
-872.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | -4.2% | -27.5% | +23.3% | +4.2% |
| 6M | -5.5% | -38.6% | +33.1% | +7.6% |
| YTD | +13.5% | -21.5% | +35.1% | +20.9% |
| 1Y | +22.2% | -22.3% | +44.5% | +30.3% |
| 3Y | +249.0% | +69.9% | +179.1% | +189.5% |
| 5Y | +120.1% | +163.6% | -43.5% | +53.9% |
| 10Y | +356.3% | +782.3% | -426.0% | +95.9% |
| All | +226.8% | +1,099.6% | -872.8% | +18.8% |
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 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