-24.0%
NKE vs CCJ
+1,065.5%
-1,089.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.2% | -4.0% | -0.1% | -3.6% |
| 30D | -8.2% | -2.4% | -5.8% | -8.0% |
| 3M | -19.1% | -2.3% | -16.8% | -19.2% |
| 6M | -32.6% | -16.2% | -16.4% | -31.7% |
| YTD | -40.7% | +5.7% | -46.4% | -42.3% |
| 1Y | -48.9% | +21.3% | -70.1% | -51.9% |
| 3Y | -59.2% | +159.4% | -218.6% | -67.3% |
| 5Y | -75.3% | +300.7% | -376.0% | -82.2% |
| All | -24.0% | +1,065.5% | -1,089.5% | -56.8% |
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