+1,516.1%
NRG vs CCJ
+1,383.8%
+132.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.0% | -3.1% |
| 7D | +3.9% | +4.2% | -0.3% | +2.6% |
| 30D | -3.0% | +3.2% | -6.2% | -4.0% |
| 3M | -10.9% | -1.8% | -9.1% | -10.7% |
| 6M | -25.3% | -13.5% | -11.7% | -22.8% |
| YTD | -26.8% | +9.7% | -36.6% | -30.1% |
| 1Y | -23.3% | +30.0% | -53.3% | -31.4% |
| 3Y | +208.6% | +172.6% | +36.0% | +114.2% |
| 5Y | +194.1% | +342.9% | -148.8% | +64.2% |
| 10Y | +1,123.6% | +1,099.7% | +23.8% | +311.7% |
| All | +1,516.1% | +1,383.8% | +132.3% | +491.4% |
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