-3.1%
NVO vs CCJ
+281.7%
-284.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | -7.6% | -4.0% | -3.5% | -7.0% |
| 30D | -6.0% | -2.4% | -3.6% | -5.7% |
| 3M | -0.8% | -2.3% | +1.5% | -0.7% |
| 6M | +16.5% | -16.2% | +32.7% | +18.5% |
| YTD | -11.1% | +5.7% | -16.8% | -12.8% |
| 1Y | -16.7% | +21.3% | -38.0% | -20.5% |
| 3Y | -52.9% | +159.4% | -212.3% | -61.5% |
| All | -3.1% | +281.7% | -284.8% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling