+579.4%
NTAP vs CCJ
+778.2%
-198.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.3% |
| 7D | +9.9% | +5.0% | +4.8% | +8.8% |
| 30D | -22.1% | -16.7% | -5.5% | -19.2% |
| 3M | -7.7% | -27.5% | +19.8% | -1.9% |
| 6M | +60.9% | -38.6% | +99.6% | +75.8% |
| YTD | +76.4% | -21.5% | +98.0% | +80.9% |
| 1Y | +69.3% | -22.3% | +91.7% | +73.6% |
| 3Y | +154.6% | +69.9% | +84.7% | +113.2% |
| 5Y | +131.4% | +163.6% | -32.1% | +71.0% |
| All | +579.4% | +778.2% | -198.8% | +281.1% |
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