+16.3%
NXPI vs CCJ
+174.2%
-157.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.0% |
| 7D | +0.7% | +5.9% | -5.3% | -0.6% |
| 30D | -6.6% | +4.7% | -11.3% | -7.7% |
| 3M | -25.4% | -3.3% | -22.1% | -25.2% |
| 6M | +11.9% | -7.0% | +19.0% | +12.6% |
| YTD | +4.0% | +11.5% | -7.4% | +0.7% |
| 1Y | +1.0% | +32.3% | -31.2% | -7.1% |
| 3Y | +16.3% | +176.8% | -160.5% | -12.9% |
| All | +16.3% | +174.2% | -157.9% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling