-31.7%
NKE vs CCJ
-26.2%
-5.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.2% |
| 7D | +9.0% | -14.5% | +23.5% | +8.5% |
| 30D | +19.2% | -18.1% | +37.3% | +18.6% |
| 3M | -1.5% | -23.0% | +21.5% | -2.2% |
| 6M | -4.2% | -39.4% | +35.2% | -5.4% |
| YTD | -34.8% | -21.7% | -13.1% | -34.2% |
| 1Y | -31.7% | -25.9% | -5.8% | -30.8% |
| All | -31.7% | -26.2% | -5.5% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling