+184.5%
NOK vs CCJ
+172.7%
+11.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.4% |
| 7D | +9.3% | +4.2% | +5.2% | +8.3% |
| 30D | +17.9% | +3.2% | +14.7% | +17.0% |
| 3M | -22.3% | -1.8% | -20.5% | -22.2% |
| 6M | +36.4% | -13.5% | +49.9% | +39.2% |
| YTD | +66.3% | +9.7% | +56.6% | +62.0% |
| 1Y | +134.4% | +30.0% | +104.4% | +124.4% |
| All | +184.5% | +172.7% | +11.8% | +158.6% |
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