+215.0%
NXPI vs CCJ
+778.2%
-563.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | +9.4% | +5.0% | +4.3% | +7.9% |
| 30D | +18.1% | -16.7% | +34.8% | +23.6% |
| 3M | +15.0% | -27.5% | +42.5% | +24.4% |
| 6M | -8.4% | -38.6% | +30.2% | +3.1% |
| YTD | +24.8% | -21.5% | +46.3% | +30.4% |
| 1Y | +33.3% | -22.3% | +55.6% | +39.3% |
| 3Y | +51.0% | +69.9% | -18.9% | +20.7% |
| 5Y | +34.5% | +163.6% | -129.1% | -8.9% |
| All | +215.0% | +778.2% | -563.2% | +50.0% |
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