+1,449.6%
NET vs CCJ
+974.6%
+475.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | +0.7% | -7.7% | -7.2% |
| 30D | -4.8% | +6.9% | -11.7% | -7.2% |
| 3M | +3.8% | -11.6% | +15.5% | +8.2% |
| 6M | +50.0% | -16.2% | +66.3% | +57.0% |
| YTD | +41.5% | +10.1% | +31.4% | +30.7% |
| 1Y | +32.8% | +32.3% | +0.6% | +11.4% |
| 3Y | +335.9% | +171.3% | +164.6% | +150.0% |
| 5Y | +113.8% | +372.4% | -258.6% | -4.2% |
| All | +1,449.6% | +974.6% | +475.0% | +403.4% |
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