-9.4%
NVTS vs CCJ
+285.5%
-294.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.4% |
| 7D | +3.5% | +4.2% | -0.7% | +0.7% |
| 30D | -11.9% | +3.2% | -15.1% | -13.8% |
| 3M | -49.2% | -1.8% | -47.4% | -47.9% |
| 6M | +38.4% | -13.5% | +52.0% | +53.5% |
| YTD | +62.5% | +9.7% | +52.7% | +59.3% |
| 1Y | +101.4% | +30.0% | +71.4% | +74.6% |
| 3Y | +40.4% | +172.6% | -132.2% | -29.3% |
| All | -9.4% | +285.5% | -294.9% | -67.9% |
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