+60.7%
NOK vs CCJ
+159.0%
-98.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.2% |
| 7D | +5.4% | -0.8% | +6.2% | +5.6% |
| 30D | -14.1% | -13.2% | -1.0% | -10.7% |
| 3M | -23.6% | -27.6% | +4.1% | -16.9% |
| 6M | -45.1% | -38.7% | -6.4% | -38.1% |
| YTD | +24.7% | -22.7% | +47.4% | +32.5% |
| 1Y | +19.0% | -17.6% | +36.6% | +24.5% |
| 3Y | +147.0% | +62.7% | +84.3% | +121.2% |
| All | +60.7% | +159.0% | -98.3% | +26.4% |
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