-26.4%
NOW vs CCJ
+163.1%
-189.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | -3.0% | -7.3% | +4.3% | -1.5% |
| 30D | -26.0% | -20.0% | -6.1% | -22.6% |
| 3M | -13.1% | -23.8% | +10.7% | -8.6% |
| 6M | +14.5% | -42.4% | +56.9% | +27.3% |
| YTD | -33.4% | -22.1% | -11.4% | -33.0% |
| 1Y | -40.6% | -20.8% | -19.8% | -40.7% |
| 3Y | -16.3% | +75.7% | -92.1% | -39.1% |
| All | -26.4% | +163.1% | -189.4% | -54.8% |
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