+28.3%
NOC vs CCJ
+176.9%
-148.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | -2.7% | +5.9% | -8.6% | -2.8% |
| 30D | -8.9% | +4.7% | -13.6% | -9.0% |
| 3M | -3.7% | -3.3% | -0.4% | -3.6% |
| 6M | -30.8% | -7.0% | -23.8% | -30.7% |
| YTD | -7.9% | +11.5% | -19.4% | -7.7% |
| 1Y | -9.4% | +32.3% | -41.7% | -9.1% |
| All | +28.3% | +176.9% | -148.6% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling