-21.2%
NOW vs CCJ
+69.8%
-91.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.6% |
| 7D | -1.7% | +5.0% | -6.7% | -2.2% |
| 30D | -27.4% | -16.7% | -10.7% | -25.9% |
| 3M | -19.4% | -27.5% | +8.1% | -16.7% |
| 6M | +13.1% | -38.6% | +51.7% | +19.5% |
| YTD | -34.3% | -21.5% | -12.7% | -34.7% |
| 1Y | -41.8% | -22.3% | -19.4% | -42.1% |
| All | -21.2% | +69.8% | -91.0% | -38.7% |
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