+1,065.2%
NRG vs CCJ
+1,065.5%
-0.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -4.7% | -4.0% | -0.6% | -3.8% |
| 30D | -6.0% | -2.4% | -3.6% | -5.5% |
| 3M | -8.0% | -2.3% | -5.6% | -7.7% |
| 6M | -23.2% | -16.2% | -6.9% | -20.7% |
| YTD | -28.1% | +5.7% | -33.7% | -29.6% |
| 1Y | -27.3% | +21.3% | -48.5% | -31.4% |
| 3Y | +208.7% | +159.4% | +49.3% | +146.7% |
| 5Y | +197.7% | +300.7% | -103.0% | +114.9% |
| All | +1,065.2% | +1,065.5% | -0.3% | +711.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling