+155.8%
KRE vs CCJ
+226.1%
-70.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -2.7% | +6.9% | -9.5% | -4.5% |
| 3M | +8.2% | -11.6% | +19.8% | +10.6% |
| 6M | +12.8% | -16.2% | +29.0% | +15.8% |
| YTD | +17.5% | +10.1% | +7.4% | +11.5% |
| 1Y | +16.6% | +32.3% | -15.7% | +3.5% |
| 3Y | +79.5% | +171.3% | -91.8% | +23.7% |
| 5Y | +32.4% | +372.4% | -340.0% | -27.2% |
| 10Y | +124.1% | +1,070.0% | -945.9% | -18.1% |
| All | +155.8% | +226.1% | -70.3% | -0.9% |
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