-25.1%
NOW vs CCJ
+159.0%
-184.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.9% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -27.0% | -13.2% | -13.8% | -24.8% |
| 3M | -19.6% | -27.6% | +8.0% | -14.6% |
| 6M | +17.5% | -38.7% | +56.2% | +28.8% |
| YTD | -33.3% | -22.7% | -10.6% | -32.7% |
| 1Y | -39.8% | -17.6% | -22.3% | -40.6% |
| 3Y | -19.9% | +62.7% | -82.6% | -40.2% |
| All | -25.1% | +159.0% | -184.1% | -54.7% |
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 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