+1,972.6%
NOW vs CCJ
+274.6%
+1,697.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.1% |
| 7D | -3.0% | -7.3% | +4.3% | -1.7% |
| 30D | -26.0% | -20.0% | -6.1% | -23.2% |
| 3M | -13.1% | -23.8% | +10.7% | -9.3% |
| 6M | +14.5% | -42.4% | +56.9% | +24.9% |
| YTD | -33.4% | -22.1% | -11.4% | -32.5% |
| 1Y | -40.6% | -20.8% | -19.8% | -40.2% |
| 3Y | -16.3% | +75.7% | -92.1% | -30.9% |
| 5Y | -26.3% | +167.4% | -193.8% | -45.4% |
| 10Y | +512.7% | +826.3% | -313.6% | +242.3% |
| All | +1,972.6% | +274.6% | +1,697.9% | +1,204.9% |
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