+2,058.7%
NXPI vs CCJ
+224.7%
+1,834.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | +6.8% | -0.8% | +7.6% | +7.0% |
| 30D | +20.0% | -13.2% | +33.2% | +25.2% |
| 3M | +14.8% | -27.6% | +42.5% | +26.0% |
| 6M | -10.5% | -38.7% | +28.2% | +3.2% |
| YTD | +23.7% | -22.7% | +46.4% | +30.7% |
| 1Y | +34.1% | -17.6% | +51.6% | +38.5% |
| 3Y | +51.2% | +62.7% | -11.5% | +16.8% |
| 5Y | +33.4% | +159.7% | -126.3% | -16.6% |
| 10Y | +209.2% | +769.3% | -560.1% | +5.0% |
| All | +2,058.7% | +224.7% | +1,834.1% | +812.7% |
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