+142.8%
CCJ vs XHB
+172.3%
-29.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -13.2% | +9.9% | -23.1% | -17.5% |
| 3M | -27.6% | -6.3% | -21.4% | -25.4% |
| 6M | -38.7% | +3.8% | -42.6% | -40.1% |
| YTD | -22.7% | +0.1% | -22.8% | -23.3% |
| 1Y | -17.6% | -0.8% | -16.8% | -18.0% |
| 3Y | +62.7% | +35.6% | +27.1% | +33.8% |
| 5Y | +159.7% | +29.6% | +130.2% | +114.9% |
| 10Y | +769.3% | +237.5% | +531.8% | +321.9% |
| All | +142.8% | +172.3% | -29.5% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling