+3,358.5%
NOC vs CCJ
+1,583.6%
+1,774.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -7.2% | +6.9% | -14.1% | -8.1% |
| 3M | -5.1% | -11.6% | +6.5% | -4.1% |
| 6M | -31.1% | -16.2% | -14.9% | -30.2% |
| YTD | -8.6% | +10.1% | -18.7% | -10.6% |
| 1Y | -9.7% | +32.3% | -42.0% | -14.3% |
| 3Y | +24.3% | +171.3% | -147.0% | +4.7% |
| 5Y | +52.6% | +372.4% | -319.8% | +15.8% |
| 10Y | +183.6% | +1,070.0% | -886.4% | +77.8% |
| All | +3,358.5% | +1,583.6% | +1,774.9% | +2,027.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling