+2,139.7%
NI vs CCJ
+1,082.1%
+1,057.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | +12.4% | -13.2% | +25.5% | +14.0% |
| 3M | +10.2% | -27.6% | +37.8% | +14.0% |
| 6M | -0.8% | -38.7% | +37.9% | +4.3% |
| YTD | +13.2% | -22.7% | +35.9% | +14.9% |
| 1Y | +10.1% | -17.6% | +27.6% | +10.7% |
| 3Y | +103.1% | +62.7% | +40.4% | +82.4% |
| 5Y | +115.5% | +159.7% | -44.2% | +77.7% |
| 10Y | +195.5% | +769.3% | -573.9% | +92.0% |
| All | +2,139.7% | +1,082.1% | +1,057.6% | +1,388.6% |
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