+1,381.0%
NET vs CCJ
+664.6%
+716.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -16.4% | -14.5% | -1.9% | -11.2% |
| 30D | -25.8% | -18.1% | -7.8% | -20.1% |
| 3M | -11.5% | -23.0% | +11.5% | -2.8% |
| 6M | +18.9% | -39.4% | +58.3% | +41.8% |
| YTD | +35.2% | -21.7% | +56.9% | +41.5% |
| 1Y | +14.5% | -25.9% | +40.4% | +22.2% |
| 3Y | +313.8% | +71.9% | +241.9% | +184.9% |
| 5Y | +32.6% | +167.3% | -134.7% | -28.1% |
| All | +1,381.0% | +664.6% | +716.4% | +445.0% |
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