+12,739.5%
NTAP vs CCJ
+1,142.1%
+11,597.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.5% |
| 7D | -2.4% | +3.7% | -6.1% | -3.3% |
| 30D | -23.4% | -13.7% | -9.7% | -20.3% |
| 3M | -7.5% | -24.7% | +17.2% | -0.7% |
| 6M | +56.4% | -38.1% | +94.5% | +75.5% |
| YTD | +73.6% | -18.8% | +92.4% | +78.0% |
| 1Y | +68.4% | -19.5% | +87.9% | +72.5% |
| 3Y | +150.6% | +75.9% | +74.7% | +97.7% |
| 5Y | +122.5% | +173.1% | -50.6% | +47.6% |
| 10Y | +589.7% | +813.5% | -223.7% | +185.0% |
| All | +12,739.5% | +1,142.1% | +11,597.4% | +3,399.9% |
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 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