+879.7%
NOK vs CCJ
+1,583.6%
-704.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +4.7% | +6.9% | -2.2% | +2.6% |
| 3M | -39.7% | -11.6% | -28.0% | -37.4% |
| 6M | +23.1% | -16.2% | +39.3% | +28.3% |
| YTD | +55.0% | +10.1% | +44.9% | +48.8% |
| 1Y | +118.0% | +32.3% | +85.8% | +98.1% |
| 3Y | +170.5% | +171.3% | -0.8% | +89.1% |
| 5Y | +84.9% | +372.4% | -287.5% | +3.3% |
| 10Y | +112.0% | +1,070.0% | -958.0% | -20.9% |
| All | +879.7% | +1,583.6% | -704.0% | +190.0% |
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