+140.2%
NI vs CCJ
+1,074.4%
-934.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.4% |
| 7D | -0.6% | -3.2% | +2.6% | -0.4% |
| 30D | -1.4% | -1.3% | -0.1% | -1.4% |
| 3M | -10.6% | +2.5% | -13.1% | -10.9% |
| 6M | -9.9% | -18.9% | +9.0% | -9.0% |
| YTD | +1.2% | +6.5% | -5.3% | 0.0% |
| 1Y | +4.4% | +22.8% | -18.4% | +1.7% |
| 3Y | +68.6% | +164.5% | -95.9% | +52.5% |
| 5Y | +98.0% | +303.7% | -205.7% | +71.1% |
| All | +140.2% | +1,074.4% | -934.2% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling