+342.9%
CCJ vs XHB
+34.8%
+308.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +4.2% | -1.9% | +6.1% | +5.2% |
| 30D | +3.2% | -8.3% | +11.5% | +7.7% |
| 3M | -1.8% | -7.1% | +5.3% | +1.7% |
| 6M | -13.5% | -5.3% | -8.3% | -11.3% |
| YTD | +9.7% | -3.2% | +12.9% | +11.0% |
| 1Y | +30.0% | -13.9% | +43.9% | +38.4% |
| 3Y | +172.6% | +24.9% | +147.7% | +129.2% |
| 5Y | +342.9% | +34.5% | +308.4% | +248.1% |
| All | +342.9% | +34.8% | +308.1% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling