+208.7%
NRG vs CCJ
+162.5%
+46.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -4.7% | -4.0% | -0.6% | -3.3% |
| 30D | -6.0% | -2.4% | -3.6% | -5.3% |
| 3M | -8.0% | -2.3% | -5.6% | -7.7% |
| 6M | -23.2% | -16.2% | -6.9% | -19.6% |
| YTD | -28.1% | +5.7% | -33.7% | -31.0% |
| 1Y | -27.3% | +21.3% | -48.5% | -34.7% |
| 3Y | +208.7% | +159.4% | +49.3% | +105.5% |
| All | +208.7% | +162.5% | +46.1% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling