+1,924.2%
NI vs CCJ
+1,604.2%
+320.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +2.3% | +5.9% | -3.6% | +1.6% |
| 30D | -1.7% | +4.7% | -6.4% | -2.3% |
| 3M | -8.0% | -3.3% | -4.7% | -7.9% |
| 6M | -8.6% | -7.0% | -1.6% | -8.6% |
| YTD | +2.3% | +11.5% | -9.1% | -0.2% |
| 1Y | +6.9% | +32.3% | -25.3% | +1.3% |
| 3Y | +70.6% | +176.8% | -106.3% | +43.9% |
| 5Y | +96.4% | +351.8% | -255.4% | +51.0% |
| 10Y | +136.1% | +1,080.5% | -944.4% | +48.4% |
| All | +1,924.2% | +1,604.2% | +320.0% | +1,192.3% |
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