+105.5%
NOK vs CCJ
+339.7%
-234.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.9% |
| 3M | -22.3% | -1.8% | -20.5% | -22.1% |
| 6M | +36.4% | -13.5% | +49.9% | +39.7% |
| YTD | +66.3% | +9.7% | +56.6% | +61.5% |
| 1Y | +134.4% | +30.0% | +104.4% | +120.8% |
| 3Y | +186.6% | +172.6% | +14.0% | +126.4% |
| All | +105.5% | +339.7% | -234.2% | +43.3% |
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