+2,771.1%
NOW vs CCJ
+429.3%
+2,341.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +20.5% | +6.9% | +13.6% | +18.9% |
| 3M | +18.3% | -11.6% | +30.0% | +20.4% |
| 6M | +24.1% | -16.2% | +40.3% | +26.3% |
| YTD | -7.8% | +10.1% | -17.9% | -11.8% |
| 1Y | -21.4% | +32.3% | -53.7% | -28.4% |
| 3Y | +19.5% | +171.3% | -151.8% | -8.6% |
| 5Y | +4.1% | +372.4% | -368.3% | -30.0% |
| 10Y | +826.4% | +1,070.0% | -243.6% | +398.6% |
| All | +2,771.1% | +429.3% | +2,341.8% | +1,606.7% |
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 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