-16.3%
NOW vs CCJ
+69.7%
-86.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.9% |
| 7D | -3.0% | -7.3% | +4.3% | -2.2% |
| 30D | -26.0% | -20.0% | -6.1% | -24.2% |
| 3M | -13.1% | -23.8% | +10.7% | -10.7% |
| 6M | +14.5% | -42.4% | +56.9% | +21.9% |
| YTD | -33.4% | -22.1% | -11.4% | -33.8% |
| 1Y | -40.6% | -20.8% | -19.8% | -41.2% |
| 3Y | -16.3% | +75.7% | -92.1% | -33.3% |
| All | -16.3% | +69.7% | -86.0% | -33.3% |
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 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