+2,622.7%
NVDL vs CCJ
+343.2%
+2,279.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.6% |
| 7D | -0.8% | +4.2% | -5.0% | -3.9% |
| 30D | +3.4% | +3.2% | +0.2% | +0.5% |
| 3M | +8.1% | -1.8% | +9.9% | +9.1% |
| 6M | +31.9% | -13.5% | +45.4% | +43.6% |
| YTD | +21.1% | +9.7% | +11.4% | +7.6% |
| 1Y | +34.0% | +30.0% | +4.0% | -0.3% |
| 3Y | +677.9% | +172.6% | +505.4% | +253.9% |
| All | +2,622.7% | +343.2% | +2,279.6% | +771.4% |
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