+688.2%
NOK vs CCJ
+1,082.1%
-393.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.1% |
| 7D | +5.4% | -0.8% | +6.2% | +5.6% |
| 30D | -14.1% | -13.2% | -1.0% | -10.3% |
| 3M | -23.6% | -27.6% | +4.1% | -15.9% |
| 6M | -45.1% | -38.7% | -6.4% | -36.6% |
| YTD | +24.7% | -22.7% | +47.4% | +33.0% |
| 1Y | +19.0% | -17.6% | +36.6% | +24.2% |
| 3Y | +147.0% | +62.7% | +84.3% | +101.8% |
| 5Y | +58.2% | +159.7% | -101.6% | +6.7% |
| 10Y | +122.3% | +769.3% | -647.1% | -9.1% |
| All | +688.2% | +1,082.1% | -393.9% | +159.3% |
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 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