-7.8%
NVTS vs CCJ
+286.8%
-294.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.2% |
| 7D | +2.7% | +0.7% | +2.0% | +2.2% |
| 30D | -4.5% | +6.9% | -11.3% | -8.4% |
| 3M | -61.5% | -11.6% | -49.9% | -57.6% |
| 6M | +28.0% | -16.2% | +44.2% | +44.6% |
| YTD | +65.3% | +10.1% | +55.2% | +61.6% |
| 1Y | +113.0% | +32.3% | +80.7% | +82.7% |
| 3Y | +34.7% | +171.3% | -136.6% | -32.0% |
| All | -7.8% | +286.8% | -294.6% | -67.5% |
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