+147.8%
XEL vs CCJ
+1,065.5%
-917.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.3% | -4.0% | +3.7% | -0.2% |
| 30D | -3.9% | -2.4% | -1.6% | -3.9% |
| 3M | -2.8% | -2.3% | -0.5% | -2.8% |
| 6M | -5.4% | -16.2% | +10.8% | -5.0% |
| YTD | +3.8% | +5.7% | -1.9% | +3.3% |
| 1Y | +6.8% | +21.3% | -14.4% | +5.7% |
| 3Y | +45.6% | +159.4% | -113.8% | +38.6% |
| 5Y | +30.7% | +300.7% | -270.0% | +21.3% |
| All | +147.8% | +1,065.5% | -917.7% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling