+209.9%
ON vs CCJ
+6,610.4%
-6,400.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | -3.3% | +6.9% | -10.2% | -5.9% |
| 3M | -43.6% | -11.6% | -31.9% | -40.9% |
| 6M | +19.0% | -16.2% | +35.2% | +26.4% |
| YTD | +37.4% | +10.1% | +27.2% | +30.1% |
| 1Y | +54.8% | +32.3% | +22.5% | +32.5% |
| 3Y | -25.2% | +171.3% | -196.5% | -54.9% |
| 5Y | +62.7% | +372.4% | -309.7% | -25.9% |
| 10Y | +574.3% | +1,070.0% | -495.7% | +81.9% |
| All | +209.9% | +6,610.4% | -6,400.5% | -63.3% |
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