+62.1%
NTAP vs CCJ
+22.0%
+40.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.6% |
| 7D | +7.4% | -4.0% | +11.4% | +7.7% |
| 30D | -1.4% | -2.4% | +1.0% | -1.2% |
| 3M | +24.6% | -2.3% | +26.9% | +24.6% |
| 6M | +105.9% | -16.2% | +122.1% | +106.5% |
| YTD | +88.5% | +5.7% | +82.9% | +85.4% |
| 1Y | +62.1% | +21.3% | +40.8% | +58.9% |
| All | +62.1% | +22.0% | +40.1% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling