+211.4%
NXPI vs CCJ
+1,078.9%
-867.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -2.3% | +4.2% | -6.4% | -3.3% |
| 30D | -4.3% | +3.2% | -7.5% | -5.3% |
| 3M | -24.7% | -1.8% | -22.8% | -24.5% |
| 6M | +9.7% | -13.5% | +23.3% | +12.8% |
| YTD | +3.8% | +9.7% | -6.0% | -0.2% |
| 1Y | +1.6% | +30.0% | -28.4% | -8.1% |
| 3Y | +16.0% | +172.6% | -156.6% | -17.7% |
| 5Y | +16.1% | +342.9% | -326.8% | -30.7% |
| 10Y | +211.4% | +1,099.7% | -888.4% | +48.6% |
| All | +211.4% | +1,078.9% | -867.5% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling