+11,587.6%
NVO vs CCJ
+1,528.1%
+10,059.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.7% | -0.8% |
| 7D | -7.4% | -3.2% | -4.2% | -7.0% |
| 30D | -5.5% | -1.3% | -4.2% | -5.4% |
| 3M | +4.1% | +2.5% | +1.6% | +3.4% |
| 6M | +19.3% | -18.9% | +38.2% | +21.9% |
| YTD | -9.2% | +6.5% | -15.7% | -11.0% |
| 1Y | -15.0% | +22.8% | -37.8% | -19.1% |
| 3Y | -50.9% | +164.5% | -215.3% | -59.2% |
| 5Y | -0.9% | +303.7% | -304.6% | -24.7% |
| 10Y | +152.4% | +1,064.0% | -911.6% | +51.9% |
| All | +11,587.6% | +1,528.1% | +10,059.4% | +6,368.8% |
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