+190.0%
ON vs CCJ
+4,754.0%
-4,563.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -10.2% | -17.2% | +7.0% | -3.3% |
| 3M | -12.7% | -25.1% | +12.4% | -2.8% |
| 6M | -32.5% | -37.6% | +5.0% | -19.3% |
| YTD | +28.6% | -20.4% | +48.9% | +37.8% |
| 1Y | +43.4% | -22.5% | +65.9% | +54.6% |
| 3Y | +3.3% | +72.5% | -69.2% | -25.2% |
| 5Y | +22.5% | +179.9% | -157.4% | -30.6% |
| 10Y | +535.7% | +772.6% | -236.9% | +93.2% |
| All | +190.0% | +4,754.0% | -4,563.9% | -61.2% |
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