-9.0%
NOC vs CCJ
+24.9%
-33.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.6% | +0.8% |
| 7D | -1.8% | -3.2% | +1.4% | -1.6% |
| 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% | -27.8% |
| YTD | -7.9% | +6.5% | -14.4% | -7.1% |
| 1Y | -9.0% | +22.8% | -31.9% | -7.1% |
| All | -9.0% | +24.9% | -33.9% | -7.1% |
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