+12,239.6%
NTAP vs CCJ
+1,117.9%
+11,121.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.8% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -25.8% | -17.2% | -8.5% | -21.9% |
| 3M | -11.2% | -25.1% | +13.9% | -4.6% |
| 6M | +49.9% | -37.6% | +87.5% | +67.9% |
| YTD | +66.9% | -20.4% | +87.2% | +71.9% |
| 1Y | +58.8% | -22.5% | +81.4% | +64.4% |
| 3Y | +140.8% | +72.5% | +68.4% | +90.9% |
| 5Y | +115.0% | +179.9% | -64.9% | +41.5% |
| 10Y | +570.8% | +772.6% | -201.8% | +180.7% |
| All | +12,239.6% | +1,117.9% | +11,121.7% | +3,280.3% |
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