+589.7%
NTAP vs CCJ
+1,078.9%
-489.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +2.2% | +4.2% | -2.0% | +1.4% |
| 30D | -7.0% | +3.2% | -10.2% | -7.7% |
| 3M | +12.3% | -1.8% | +14.1% | +12.3% |
| 6M | +85.1% | -13.5% | +98.7% | +88.1% |
| YTD | +74.8% | +9.7% | +65.0% | +68.1% |
| 1Y | +52.7% | +30.0% | +22.7% | +40.1% |
| 3Y | +147.7% | +172.6% | -24.9% | +89.4% |
| 5Y | +124.8% | +342.9% | -218.2% | +49.8% |
| 10Y | +589.7% | +1,099.7% | -510.0% | +276.0% |
| All | +589.7% | +1,078.9% | -489.2% | +276.0% |
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