+943.2%
XBI vs CCJ
+261.0%
+682.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.4% |
| 7D | -0.9% | +5.9% | -6.8% | -2.3% |
| 30D | +2.9% | +4.7% | -1.8% | +1.7% |
| 3M | +26.2% | -3.3% | +29.5% | +26.7% |
| 6M | +30.7% | -7.0% | +37.7% | +31.5% |
| YTD | +32.9% | +11.5% | +21.5% | +27.2% |
| 1Y | +72.3% | +32.3% | +40.0% | +55.5% |
| 3Y | +107.2% | +176.8% | -69.6% | +47.4% |
| 5Y | +23.2% | +351.8% | -328.6% | -25.8% |
| 10Y | +158.5% | +1,080.5% | -922.0% | +10.6% |
| All | +943.2% | +261.0% | +682.2% | +389.5% |
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