+56.7%
NOC vs CCJ
+347.8%
-291.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.6% | +4.2% | -5.8% | -1.8% |
| 30D | -10.4% | +3.2% | -13.6% | -10.6% |
| 3M | -5.6% | -1.8% | -3.8% | -5.7% |
| 6M | -30.4% | -13.5% | -16.8% | -30.0% |
| YTD | -8.5% | +9.7% | -18.2% | -9.4% |
| 1Y | -8.3% | +30.0% | -38.3% | -10.6% |
| 3Y | +28.2% | +172.6% | -144.4% | +14.7% |
| 5Y | +56.7% | +342.9% | -286.2% | +31.2% |
| All | +56.7% | +347.8% | -291.1% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling