+986.3%
NKE vs CCJ
+1,604.2%
-617.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -0.1% | +5.9% | -6.0% | -0.9% |
| 30D | -7.7% | +4.7% | -12.4% | -8.5% |
| 3M | -10.9% | -3.3% | -7.6% | -10.9% |
| 6M | -31.9% | -7.0% | -24.8% | -31.9% |
| YTD | -38.6% | +11.5% | -50.1% | -40.8% |
| 1Y | -46.9% | +32.3% | -79.2% | -50.7% |
| 3Y | -58.2% | +176.8% | -235.0% | -66.6% |
| 5Y | -74.0% | +351.8% | -425.8% | -81.4% |
| 10Y | -21.6% | +1,080.5% | -1,102.1% | -55.1% |
| All | +986.3% | +1,604.2% | -617.9% | +407.3% |
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