+157.4%
NOC vs CCJ
+765.4%
-608.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +11.0% | -13.2% | +24.2% | +12.1% |
| 3M | -3.8% | -27.6% | +23.8% | -1.8% |
| 6M | +0.6% | -38.7% | +39.3% | +3.8% |
| YTD | -2.3% | -22.7% | +20.4% | -1.2% |
| 1Y | +0.3% | -17.6% | +17.8% | +0.8% |
| 3Y | +24.6% | +62.7% | -38.1% | +16.1% |
| 5Y | +66.0% | +159.7% | -93.7% | +44.8% |
| All | +157.4% | +765.4% | -608.0% | +105.5% |
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