-30.1%
NVTS vs CCJ
+171.5%
-201.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.4% |
| 7D | +3.9% | -0.8% | +4.7% | +4.9% |
| 30D | -4.3% | -13.2% | +8.9% | +6.3% |
| 3M | -34.5% | -27.6% | -6.8% | -18.2% |
| 6M | -57.7% | -38.7% | -19.0% | -40.6% |
| YTD | +25.4% | -22.7% | +48.0% | +56.3% |
| 1Y | +13.1% | -17.6% | +30.7% | +36.1% |
| 3Y | +48.9% | +62.7% | -13.8% | +7.3% |
| 5Y | -51.8% | +159.7% | -211.5% | -78.1% |
| All | -30.1% | +171.5% | -201.6% | -68.5% |
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