+16.4%
NXPI vs CCJ
+354.8%
-338.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.1% |
| 7D | +0.7% | +5.9% | -5.3% | -0.9% |
| 30D | -6.6% | +4.7% | -11.3% | -7.9% |
| 3M | -25.4% | -3.3% | -22.1% | -25.0% |
| 6M | +11.9% | -7.0% | +19.0% | +12.9% |
| YTD | +4.0% | +11.5% | -7.4% | -0.4% |
| 1Y | +1.0% | +32.3% | -31.2% | -9.3% |
| 3Y | +16.3% | +176.8% | -160.5% | -20.3% |
| All | +16.4% | +354.8% | -338.4% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling