+95.8%
NI vs CCJ
+347.8%
-252.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.3% | +4.2% | -2.9% | +1.0% |
| 30D | -0.3% | +3.2% | -3.4% | -0.5% |
| 3M | -9.5% | -1.8% | -7.6% | -9.5% |
| 6M | -10.2% | -13.5% | +3.3% | -9.7% |
| YTD | +1.8% | +9.7% | -8.0% | +0.3% |
| 1Y | +5.7% | +30.0% | -24.3% | +2.3% |
| 3Y | +69.6% | +172.6% | -103.0% | +51.1% |
| 5Y | +95.8% | +342.9% | -247.2% | +67.5% |
| All | +95.8% | +347.8% | -252.0% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling