+1,747.1%
NXPI vs CCJ
+362.5%
+1,384.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | -1.4% | +6.9% | -8.3% | -3.6% |
| 3M | -29.1% | -11.6% | -17.4% | -26.5% |
| 6M | +6.2% | -16.2% | +22.4% | +10.7% |
| YTD | +5.9% | +10.1% | -4.2% | +0.7% |
| 1Y | +2.9% | +32.3% | -29.4% | -9.8% |
| 3Y | +14.5% | +171.3% | -156.8% | -24.8% |
| 5Y | +17.1% | +372.4% | -355.3% | -40.0% |
| 10Y | +193.4% | +1,070.0% | -876.7% | -8.6% |
| All | +1,747.1% | +362.5% | +1,384.6% | +603.2% |
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