+48.4%
NU vs CCJ
+344.8%
-296.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +6.0% | +5.9% | +0.1% | +3.7% |
| 30D | +10.8% | +4.7% | +6.1% | +8.7% |
| 3M | +32.2% | -3.3% | +35.4% | +32.9% |
| 6M | +5.1% | -7.0% | +12.2% | +5.6% |
| YTD | -8.4% | +11.5% | -19.9% | -14.8% |
| 1Y | +0.7% | +32.3% | -31.6% | -15.0% |
| 3Y | +125.1% | +176.8% | -51.7% | +21.5% |
| All | +48.4% | +344.8% | -296.4% | -47.6% |
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