+2,094.7%
NXPI vs CCJ
+241.2%
+1,853.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.4% |
| 7D | +1.7% | +3.7% | -2.0% | +0.6% |
| 30D | +19.7% | -13.7% | +33.4% | +25.0% |
| 3M | +14.5% | -24.7% | +39.3% | +24.2% |
| 6M | -11.2% | -38.1% | +26.9% | +2.0% |
| YTD | +25.8% | -18.8% | +44.6% | +30.9% |
| 1Y | +35.2% | -19.5% | +54.7% | +40.6% |
| 3Y | +52.3% | +75.9% | -23.6% | +14.7% |
| 5Y | +34.8% | +173.1% | -138.3% | -16.9% |
| 10Y | +214.4% | +813.5% | -599.1% | +5.2% |
| All | +2,094.7% | +241.2% | +1,853.6% | +814.1% |
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