+49.0%
XEL vs CCJ
+159.0%
-110.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +8.3% | -13.2% | +21.5% | +8.8% |
| 3M | +4.2% | -27.6% | +31.8% | +5.4% |
| 6M | +3.7% | -38.7% | +42.4% | +5.5% |
| YTD | +13.1% | -22.7% | +35.7% | +13.7% |
| 1Y | +5.0% | -17.6% | +22.6% | +5.3% |
| 3Y | +55.0% | +62.7% | -7.7% | +47.2% |
| All | +49.0% | +159.0% | -110.0% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling