+189.8%
NOC vs CCJ
+1,074.4%
-884.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.6% | +0.9% |
| 7D | -1.8% | -3.2% | +1.4% | -1.5% |
| 30D | -9.4% | -1.3% | -8.1% | -9.4% |
| 3M | -3.8% | +2.5% | -6.4% | -4.2% |
| 6M | -28.8% | -18.9% | -9.9% | -28.0% |
| YTD | -7.9% | +6.5% | -14.4% | -8.8% |
| 1Y | -9.0% | +22.8% | -31.9% | -11.3% |
| 3Y | +29.1% | +164.5% | -135.4% | +15.7% |
| 5Y | +58.9% | +303.7% | -244.8% | +34.3% |
| All | +189.8% | +1,074.4% | -884.6% | +122.3% |
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 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